-12.3%
OWL vs ALK
+16.0%
-28.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -4.9% | +9.0% | -14.0% | -8.1% |
| 30D | +7.8% | -1.6% | +9.4% | +8.3% |
| 3M | -12.7% | -23.2% | +10.5% | -3.8% |
| 6M | -2.8% | -3.9% | +1.1% | -2.7% |
| YTD | -30.1% | -22.6% | -7.5% | -24.9% |
| 1Y | -29.1% | -5.3% | -23.8% | -29.9% |
| 3Y | -12.3% | +18.6% | -30.8% | -17.5% |
| All | -12.3% | +16.0% | -28.2% | -17.5% |
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 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