-42.6%
INTU vs OWL
-23.9%
-18.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.6% | -6.6% | -3.1% |
| 7D | -3.9% | -2.4% | -1.6% | -3.3% |
| 30D | +11.7% | +9.3% | +2.4% | +7.6% |
| 3M | +4.5% | -11.0% | +15.4% | +8.6% |
| 6M | -13.9% | +2.4% | -16.3% | -16.3% |
| YTD | -48.2% | -26.2% | -22.1% | -43.1% |
| 1Y | -47.1% | -27.4% | -19.7% | -41.7% |
| 3Y | -32.5% | -8.7% | -23.8% | -39.1% |
| 5Y | -42.6% | -19.3% | -23.2% | -53.0% |
| All | -42.6% | -23.9% | -18.7% | -53.0% |
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 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