+39.1%
OWL vs ALK
-19.9%
+59.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -3.2% |
| 7D | -3.9% | +0.1% | -4.1% | -4.0% |
| 30D | -3.7% | -18.5% | +14.8% | +4.7% |
| 3M | +21.4% | -3.6% | +24.9% | +21.9% |
| 6M | +18.3% | -3.7% | +22.0% | +17.3% |
| YTD | -20.1% | -19.0% | -1.1% | -15.4% |
| 1Y | -32.8% | -36.0% | +3.3% | -21.7% |
| 3Y | +8.6% | +2.3% | +6.2% | -2.2% |
| 5Y | -4.5% | -27.8% | +23.3% | -4.8% |
| All | +39.1% | -19.9% | +59.0% | +23.2% |
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