-5.2%
INTU vs OWL
+38.2%
-43.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.1% |
| 7D | -7.1% | -2.2% | -4.8% | -6.4% |
| 30D | +1.5% | +3.7% | -2.2% | +0.3% |
| 3M | +10.7% | +17.5% | -6.9% | +4.3% |
| 6M | -23.8% | +18.5% | -42.4% | -29.2% |
| YTD | -49.3% | -16.3% | -33.0% | -47.1% |
| 1Y | -49.7% | -29.7% | -19.9% | -44.8% |
| 3Y | -38.0% | +14.2% | -52.2% | -45.6% |
| 5Y | -38.7% | +2.5% | -41.2% | -47.6% |
| All | -5.2% | +38.2% | -43.4% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling