+30.9%
OWL vs A
+28.9%
+2.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.4% | -0.1% |
| 7D | -10.1% | -2.6% | -7.5% | -8.9% |
| 30D | -11.9% | -0.9% | -11.0% | -11.6% |
| 3M | +10.7% | +13.6% | -2.9% | +3.4% |
| 6M | +22.1% | +27.8% | -5.7% | +6.2% |
| YTD | -24.8% | +8.6% | -33.4% | -28.7% |
| 1Y | -39.2% | +16.9% | -56.1% | -45.0% |
| 3Y | +1.7% | +32.9% | -31.2% | -18.7% |
| 5Y | -15.5% | -14.1% | -1.4% | -22.7% |
| All | +30.9% | +28.9% | +2.0% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling