-29.7%
OWL vs ALL
+28.3%
-58.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.9% |
| 7D | -2.2% | 0.0% | -2.3% | -2.2% |
| 30D | +3.7% | -1.5% | +5.2% | +3.4% |
| 3M | +17.5% | +23.6% | -6.1% | +17.0% |
| 6M | +18.5% | +22.3% | -3.8% | +17.4% |
| YTD | -16.3% | +26.5% | -42.8% | -17.0% |
| 1Y | -29.7% | +27.0% | -56.7% | -29.7% |
| All | -29.7% | +28.3% | -58.0% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling