+23.6%
OWL vs ALL
+191.3%
-167.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +1.5% | +5.0% | -3.5% | 0.0% |
| 30D | +13.4% | +13.3% | +0.1% | +9.3% |
| 3M | -21.2% | +3.2% | -24.4% | -22.0% |
| 6M | +4.0% | +25.3% | -21.3% | -4.2% |
| YTD | -29.0% | +30.5% | -59.4% | -35.8% |
| 1Y | -28.4% | +29.2% | -57.6% | -35.1% |
| 3Y | -14.5% | +119.1% | -133.6% | -36.5% |
| 5Y | -21.5% | +162.6% | -184.1% | -44.2% |
| All | +23.6% | +191.3% | -167.7% | -16.6% |
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