-2.5%
IBM vs OWL
-29.1%
+26.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.3% |
| 7D | -0.3% | -2.2% | +1.9% | +0.3% |
| 30D | +0.3% | +3.7% | -3.4% | -0.8% |
| 3M | -21.6% | +17.5% | -39.1% | -25.1% |
| 6M | -4.7% | +18.5% | -23.2% | -9.5% |
| YTD | -19.1% | -16.3% | -2.8% | -16.4% |
| 1Y | -2.5% | -29.7% | +27.2% | +3.5% |
| All | -2.5% | -29.1% | +26.6% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling