-11.5%
OWL vs A
-16.2%
+4.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.5% |
| 7D | -6.4% | -4.4% | -2.0% | -4.2% |
| 30D | -5.0% | -2.7% | -2.3% | -3.7% |
| 3M | +15.4% | +7.0% | +8.4% | +10.9% |
| 6M | +15.5% | +24.6% | -9.1% | +1.2% |
| YTD | -22.7% | +7.0% | -29.7% | -26.3% |
| 1Y | -34.1% | +15.6% | -49.6% | -40.4% |
| 3Y | +5.1% | +29.9% | -24.8% | -16.4% |
| 5Y | -11.5% | -15.4% | +3.9% | -17.8% |
| All | -11.5% | -16.2% | +4.8% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling