-55.9%
ADBE vs OWL
-0.3%
-55.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -1.4% |
| 7D | -12.9% | -11.9% | -1.0% | -10.3% |
| 30D | -5.6% | -13.7% | +8.1% | -2.3% |
| 3M | +6.6% | +12.3% | -5.6% | +3.6% |
| 6M | -9.6% | +15.0% | -24.6% | -13.0% |
| YTD | -28.9% | -25.7% | -3.2% | -24.5% |
| 1Y | -28.9% | -39.5% | +10.6% | -21.3% |
| All | -55.9% | -0.3% | -55.6% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling