+4.6%
OWL vs ALL
+151.8%
-147.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | -6.4% | -2.2% | -4.2% | -6.0% |
| 30D | -5.0% | -5.6% | +0.6% | -4.1% |
| 3M | +15.4% | +17.2% | -1.8% | +10.6% |
| 6M | +15.5% | +23.2% | -7.8% | +9.0% |
| YTD | -22.7% | +23.6% | -46.3% | -27.3% |
| 1Y | -34.1% | +29.2% | -63.2% | -38.9% |
| All | +4.6% | +151.8% | -147.2% | +2.0% |
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 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