-2.2%
AGG vs OWL
+27.7%
-30.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.2% |
| 7D | -0.2% | -6.4% | +6.2% | -0.1% |
| 30D | -0.2% | -5.0% | +4.8% | -0.2% |
| 3M | -0.7% | +15.4% | -16.1% | -0.9% |
| 6M | -1.8% | +15.5% | -17.2% | -2.0% |
| YTD | -0.6% | -22.7% | +22.1% | -0.4% |
| 1Y | +0.4% | -34.1% | +34.4% | +0.8% |
| 3Y | +13.2% | +5.1% | +8.1% | +12.0% |
| 5Y | -2.0% | -11.5% | +9.5% | -3.4% |
| All | -2.2% | +27.7% | -30.0% | -4.0% |
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