+34.6%
OWL vs ALB
-4.5%
+39.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.5% |
| 7D | -6.4% | -8.6% | +2.2% | -4.4% |
| 30D | -5.0% | -4.0% | -1.0% | -4.3% |
| 3M | +15.4% | -17.4% | +32.8% | +20.2% |
| 6M | +15.5% | -25.4% | +40.9% | +21.6% |
| YTD | -22.7% | -10.5% | -12.1% | -23.1% |
| 1Y | -34.1% | +75.8% | -109.9% | -46.5% |
| 3Y | +5.1% | -28.5% | +33.6% | +2.4% |
| 5Y | -11.5% | -45.1% | +33.6% | -8.4% |
| All | +34.6% | -4.5% | +39.1% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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