+26.6%
OWL vs ALK
-18.3%
+44.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | -1.2% | +12.9% | -14.1% | -6.1% |
| 30D | +7.6% | +5.5% | +2.0% | +5.1% |
| 3M | -10.7% | -12.1% | +1.4% | -6.1% |
| 6M | +0.9% | +1.7% | -0.9% | -1.5% |
| YTD | -27.3% | -17.4% | -9.9% | -23.8% |
| 1Y | -27.2% | -1.9% | -25.2% | -29.4% |
| 3Y | -11.4% | +21.2% | -32.7% | -26.3% |
| 5Y | -20.0% | -27.8% | +7.8% | -20.8% |
| All | +26.6% | -18.3% | +44.9% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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