-8.7%
OWL vs ALL
+108.4%
-117.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.7% |
| 7D | -2.4% | -3.9% | +1.5% | -1.5% |
| 30D | +9.3% | +10.6% | -1.3% | +7.3% |
| 3M | -11.0% | -4.6% | -6.4% | -10.2% |
| 6M | +2.4% | +20.2% | -17.8% | -2.9% |
| YTD | -26.2% | +23.7% | -49.9% | -30.8% |
| 1Y | -27.4% | +27.9% | -55.3% | -32.8% |
| 3Y | -8.7% | +109.2% | -117.8% | -9.6% |
| All | -8.7% | +108.4% | -117.1% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling