+12.5%
AGG vs OWL
+0.9%
+11.6%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | -1.1% | -10.1% | +9.1% | -0.9% |
| 30D | -1.1% | -11.9% | +10.8% | -1.0% |
| 3M | -1.9% | +10.7% | -12.7% | -2.0% |
| 6M | -1.7% | +22.1% | -23.8% | -1.9% |
| YTD | -1.3% | -24.8% | +23.5% | -1.3% |
| 1Y | -0.7% | -39.2% | +38.5% | -0.7% |
| 3Y | +12.5% | +1.7% | +10.7% | +8.2% |
| All | +12.5% | +0.9% | +11.6% | +8.2% |
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