-10.7%
OWL vs ACI
-31.8%
+21.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -2.1% | -5.3% | +3.2% | -1.9% |
| 30D | +11.6% | +5.0% | +6.5% | +11.4% |
| 3M | -13.8% | +7.5% | -21.3% | -14.1% |
| 6M | +7.8% | -16.0% | +23.9% | +8.2% |
| YTD | -25.8% | -20.6% | -5.1% | -25.6% |
| 1Y | -26.5% | -23.5% | -2.9% | -26.0% |
| All | -10.7% | -31.8% | +21.2% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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