+23.6%
OWL vs ALC
+17.8%
+5.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.8% |
| 7D | +1.5% | -1.1% | +2.6% | +2.1% |
| 30D | +13.4% | +16.0% | -2.6% | +4.6% |
| 3M | -21.2% | +0.8% | -22.1% | -21.6% |
| 6M | +4.0% | +16.8% | -12.8% | -4.9% |
| YTD | -29.0% | -5.5% | -23.5% | -27.4% |
| 1Y | -28.4% | -5.3% | -23.2% | -26.9% |
| 3Y | -14.5% | +4.1% | -18.6% | -20.4% |
| 5Y | -21.5% | -7.1% | -14.4% | -25.8% |
| All | +23.6% | +17.8% | +5.8% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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