+29.4%
OWL vs ALL
+184.2%
-154.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.2% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +10.0% | +13.8% | -3.8% | +5.9% |
| 3M | -8.7% | -2.8% | -5.9% | -8.0% |
| 6M | +3.1% | +23.7% | -20.5% | -4.6% |
| YTD | -25.6% | +27.3% | -52.9% | -32.2% |
| 1Y | -25.5% | +30.5% | -56.0% | -32.8% |
| 3Y | -9.4% | +113.0% | -122.4% | -32.1% |
| 5Y | -18.2% | +157.6% | -175.7% | -41.4% |
| All | +29.4% | +184.2% | -154.8% | -12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling