-40.8%
OWL vs ADVB
-97.4%
+56.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.5% | +2.1% | +5.6% |
| 7D | -2.4% | -1.2% | -1.1% | -2.4% |
| 30D | +9.3% | -61.4% | +70.7% | +9.7% |
| 3M | -11.0% | -67.8% | +56.9% | -10.5% |
| 6M | +2.4% | -66.9% | +69.3% | +1.0% |
| YTD | -26.2% | -64.9% | +38.7% | -27.8% |
| 1Y | -27.4% | -74.8% | +47.3% | -28.0% |
| All | -40.8% | -97.4% | +56.6% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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