+20.8%
COP vs OWL
+9.9%
+10.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.2% |
| 7D | -0.8% | -3.9% | +3.1% | -0.3% |
| 30D | +15.6% | -3.7% | +19.2% | +15.9% |
| 3M | +14.3% | +21.4% | -7.1% | +10.2% |
| 6M | +17.0% | +18.3% | -1.4% | +12.5% |
| YTD | +47.4% | -20.1% | +67.5% | +54.9% |
| 1Y | +52.4% | -32.8% | +85.2% | +66.2% |
| 3Y | +20.8% | +8.6% | +12.3% | +24.4% |
| All | +20.8% | +9.9% | +10.9% | +24.4% |
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