+0.1%
OWL vs ALK
-25.3%
+25.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.4% |
| 7D | -2.2% | -0.7% | -1.6% | -2.0% |
| 30D | +3.7% | -19.2% | +22.9% | +13.7% |
| 3M | +17.5% | -1.5% | +19.0% | +16.9% |
| 6M | +18.5% | -13.1% | +31.6% | +22.7% |
| YTD | -16.3% | -16.4% | +0.1% | -12.4% |
| 1Y | -29.7% | -33.1% | +3.3% | -18.8% |
| 3Y | +14.2% | +0.6% | +13.5% | +1.3% |
| All | +0.1% | -25.3% | +25.3% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling