-6.5%
IBM vs OWL
-36.7%
+30.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.4% |
| 7D | -0.3% | -11.9% | +11.6% | +3.2% |
| 30D | -1.8% | -13.7% | +11.9% | +2.1% |
| 3M | -13.5% | +12.3% | -25.7% | -16.9% |
| 6M | -5.1% | +15.0% | -20.1% | -9.3% |
| YTD | -19.4% | -25.7% | +6.3% | -13.7% |
| 1Y | -6.5% | -39.5% | +33.0% | +2.9% |
| All | -6.5% | -36.7% | +30.2% | +2.9% |
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