-60.9%
ADBE vs OWL
-15.1%
-45.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.0% |
| 7D | -5.4% | -10.1% | +4.8% | -2.0% |
| 30D | -2.5% | -11.9% | +9.4% | +1.6% |
| 3M | +15.3% | +10.7% | +4.6% | +10.8% |
| 6M | -7.8% | +22.1% | -30.0% | -15.0% |
| YTD | -27.9% | -24.8% | -3.1% | -22.1% |
| 1Y | -28.0% | -39.2% | +11.2% | -16.8% |
| 3Y | -55.3% | +1.7% | -57.1% | -60.6% |
| All | -60.9% | -15.1% | -45.8% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling