-8.7%
OWL vs ALB
-13.4%
+4.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.6% |
| 7D | -2.4% | +9.5% | -11.8% | -3.9% |
| 30D | +9.3% | -2.1% | +11.4% | +9.5% |
| 3M | -11.0% | -24.1% | +13.2% | -7.1% |
| 6M | +2.4% | -51.0% | +53.4% | +14.6% |
| YTD | -26.2% | -29.3% | +3.2% | -23.6% |
| 1Y | -27.4% | +3.2% | -30.6% | -30.6% |
| 3Y | -8.7% | -9.3% | +0.6% | -19.9% |
| All | -8.7% | -13.4% | +4.7% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling