+36.6%
ORLY vs OWL
+0.9%
+35.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.3% |
| 7D | -2.4% | -10.1% | +7.8% | -1.9% |
| 30D | -6.8% | -11.9% | +5.2% | -6.2% |
| 3M | -4.8% | +10.7% | -15.5% | -5.1% |
| 6M | -9.1% | +22.1% | -31.2% | -10.0% |
| YTD | -5.9% | -24.8% | +18.9% | -5.2% |
| 1Y | -20.4% | -39.2% | +18.8% | -19.1% |
| 3Y | +36.6% | +1.7% | +34.8% | +33.9% |
| All | +36.6% | +0.9% | +35.7% | +33.9% |
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