-28.2%
OWL vs ALK
-34.8%
+6.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -4.9% | +9.0% | -14.0% | -8.7% |
| 30D | +7.8% | -1.6% | +9.4% | +8.4% |
| 3M | -12.7% | -23.2% | +10.5% | -2.0% |
| 6M | -2.8% | -3.9% | +1.1% | -2.9% |
| YTD | -30.1% | -22.6% | -7.5% | -24.3% |
| 1Y | -29.1% | -5.3% | -23.8% | -30.7% |
| 3Y | -12.3% | +18.6% | -30.8% | -31.4% |
| All | -28.2% | -34.8% | +6.6% | -25.4% |
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