+0.1%
OWL vs ALB
-45.0%
+45.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.7% | +0.4% |
| 7D | -2.2% | -8.1% | +5.8% | -0.1% |
| 30D | +3.7% | +6.3% | -2.6% | +1.6% |
| 3M | +17.5% | -23.6% | +41.1% | +25.5% |
| 6M | +18.5% | -24.6% | +43.2% | +25.0% |
| YTD | -16.3% | -10.3% | -6.1% | -17.1% |
| 1Y | -29.7% | +61.5% | -91.2% | -43.1% |
| 3Y | +14.2% | -34.0% | +48.1% | +17.2% |
| All | +0.1% | -45.0% | +45.1% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling