+8.6%
OWL vs ALB
-27.5%
+36.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -5.0% |
| 7D | -3.9% | -4.4% | +0.5% | -3.3% |
| 30D | -3.7% | -1.2% | -2.5% | -3.7% |
| 3M | +21.4% | -13.3% | +34.7% | +23.8% |
| 6M | +18.3% | -19.8% | +38.1% | +21.0% |
| YTD | -20.1% | -7.9% | -12.2% | -20.8% |
| 1Y | -32.8% | +60.2% | -92.9% | -41.0% |
| 3Y | +8.6% | -26.4% | +35.0% | +4.7% |
| All | +8.6% | -27.5% | +36.0% | +4.7% |
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