-44.0%
OWL vs ADVB
-97.5%
+53.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -0.7% |
| 7D | -4.9% | -13.9% | +9.0% | -4.9% |
| 30D | +7.8% | -68.1% | +75.9% | +8.3% |
| 3M | -12.7% | -73.4% | +60.7% | -12.2% |
| 6M | -2.8% | -70.8% | +68.0% | -3.9% |
| YTD | -30.1% | -66.1% | +36.0% | -31.6% |
| 1Y | -29.1% | -77.5% | +48.4% | -29.3% |
| All | -44.0% | -97.5% | +53.5% | -29.0% |
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