+45.7%
OWL vs A
+32.4%
+13.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -1.1% |
| 7D | -2.2% | -1.9% | -0.3% | -1.3% |
| 30D | +3.7% | +6.9% | -3.2% | +0.2% |
| 3M | +17.5% | +9.2% | +8.3% | +12.0% |
| 6M | +18.5% | +25.7% | -7.1% | +4.1% |
| YTD | -16.3% | +11.5% | -27.9% | -21.7% |
| 1Y | -29.7% | +18.4% | -48.1% | -36.9% |
| 3Y | +14.2% | +26.6% | -12.4% | -5.8% |
| 5Y | +2.5% | -12.8% | +15.3% | -7.4% |
| All | +45.7% | +32.4% | +13.3% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling