-3.2%
INTU vs OWL
+22.0%
-25.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.6% | -6.6% | -2.8% |
| 7D | -3.9% | -2.4% | -1.6% | -3.3% |
| 30D | +11.7% | +9.3% | +2.4% | +8.2% |
| 3M | +4.5% | -11.0% | +15.4% | +8.1% |
| 6M | -13.9% | +2.4% | -16.3% | -15.9% |
| YTD | -48.2% | -26.2% | -22.1% | -43.9% |
| 1Y | -47.1% | -27.4% | -19.7% | -42.6% |
| 3Y | -32.5% | -8.7% | -23.8% | -36.0% |
| 5Y | -42.6% | -19.3% | -23.2% | -48.7% |
| All | -3.2% | +22.0% | -25.1% | -18.8% |
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