+29.1%
IYR vs OWL
+0.9%
+28.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.6% |
| 7D | -1.4% | -10.1% | +8.8% | 0.0% |
| 30D | -2.7% | -11.9% | +9.3% | -1.2% |
| 3M | -2.1% | +10.7% | -12.9% | -3.8% |
| 6M | +3.6% | +22.1% | -18.5% | 0.0% |
| YTD | +8.1% | -24.8% | +32.9% | +12.0% |
| 1Y | +4.7% | -39.2% | +43.9% | +11.9% |
| 3Y | +29.1% | +1.7% | +27.4% | +13.3% |
| All | +29.1% | +0.9% | +28.2% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling