+97.9%
ADP vs OWL
+22.0%
+75.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -6.0% | -1.3% |
| 7D | +1.1% | -2.4% | +3.5% | +1.4% |
| 30D | +11.5% | +9.3% | +2.2% | +9.7% |
| 3M | +12.0% | -11.0% | +23.0% | +13.8% |
| 6M | +43.8% | +2.4% | +41.4% | +42.2% |
| YTD | +20.1% | -26.2% | +46.2% | +24.8% |
| 1Y | +22.3% | -27.4% | +49.7% | +27.2% |
| 3Y | +43.3% | -8.7% | +52.0% | +39.2% |
| 5Y | +47.3% | -19.3% | +66.7% | +37.2% |
| All | +97.9% | +22.0% | +75.9% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling