+28.5%
OWL vs ALK
-18.0%
+46.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.1% | -1.5% | +2.6% |
| 7D | -2.4% | +8.9% | -11.3% | -5.8% |
| 30D | +9.3% | +5.9% | +3.3% | +6.5% |
| 3M | -11.0% | -16.5% | +5.6% | -4.4% |
| 6M | +2.4% | +2.1% | +0.3% | -0.1% |
| YTD | -26.2% | -17.1% | -9.1% | -22.8% |
| 1Y | -27.4% | -2.9% | -24.6% | -29.4% |
| 3Y | -8.7% | +24.5% | -33.2% | -24.9% |
| 5Y | -19.3% | -29.1% | +9.8% | -20.1% |
| All | +28.5% | -18.0% | +46.5% | +12.5% |
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