-41.7%
INTU vs OWL
-3.7%
-38.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -2.5% |
| 7D | -7.5% | -3.9% | -3.6% | -6.1% |
| 30D | -1.9% | -3.7% | +1.7% | -0.6% |
| 3M | +4.9% | +21.4% | -16.5% | -3.2% |
| 6M | -33.2% | +18.3% | -51.6% | -38.7% |
| YTD | -51.4% | -20.1% | -31.3% | -48.0% |
| 1Y | -52.0% | -32.8% | -19.2% | -45.5% |
| 3Y | -40.7% | +8.6% | -49.2% | -50.2% |
| 5Y | -41.7% | -4.5% | -37.3% | -54.2% |
| All | -41.7% | -3.7% | -38.0% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling