-39.5%
OWL vs A
+14.6%
-54.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.8% | -3.6% |
| 7D | -11.9% | -4.6% | -7.3% | -10.6% |
| 30D | -13.7% | -4.3% | -9.5% | -12.6% |
| 3M | +12.3% | +8.9% | +3.3% | +9.5% |
| 6M | +15.0% | +24.5% | -9.5% | +6.9% |
| YTD | -25.7% | +5.8% | -31.5% | -27.4% |
| 1Y | -39.5% | +16.2% | -55.7% | -39.4% |
| All | -39.5% | +14.6% | -54.1% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling