+41.1%
IYR vs OWL
+38.2%
+2.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | -1.2% | -2.2% | +1.0% | -0.9% |
| 30D | -2.9% | +3.7% | -6.5% | -3.6% |
| 3M | +0.8% | +17.5% | -16.7% | -2.4% |
| 6M | +1.9% | +18.5% | -16.7% | -2.2% |
| YTD | +9.6% | -16.3% | +26.0% | +12.1% |
| 1Y | +8.1% | -29.7% | +37.8% | +13.7% |
| 3Y | +29.2% | +14.2% | +15.0% | +18.5% |
| 5Y | +4.3% | +2.5% | +1.8% | -6.7% |
| All | +41.1% | +38.2% | +2.9% | +24.4% |
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