+29.3%
OWL vs ALL
+174.1%
-144.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -11.9% | -4.3% | -7.6% | -10.7% |
| 30D | -13.7% | -3.6% | -10.1% | -12.8% |
| 3M | +12.3% | +13.2% | -1.0% | +7.1% |
| 6M | +15.0% | +22.5% | -7.5% | +6.6% |
| YTD | -25.7% | +22.7% | -48.5% | -31.5% |
| 1Y | -39.5% | +28.3% | -67.8% | -45.2% |
| 3Y | +0.9% | +152.0% | -151.1% | -29.5% |
| 5Y | -16.5% | +115.4% | -132.0% | -38.9% |
| All | +29.3% | +174.1% | -144.8% | -11.1% |
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