-14.5%
OWL vs ALK
+13.2%
-27.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 7D | +1.5% | -1.2% | +2.7% | +2.0% |
| 30D | +13.4% | +7.7% | +5.7% | +10.2% |
| 3M | -21.2% | -19.0% | -2.2% | -14.9% |
| 6M | +4.0% | -0.2% | +4.2% | +2.7% |
| YTD | -29.0% | -23.5% | -5.5% | -23.4% |
| 1Y | -28.4% | -9.1% | -19.3% | -28.1% |
| 3Y | -14.5% | +12.0% | -26.6% | -18.3% |
| All | -14.5% | +13.2% | -27.7% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling