-4.5%
OWL vs ALL
+117.0%
-121.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.2% | -3.8% |
| 7D | -3.9% | -1.7% | -2.2% | -3.4% |
| 30D | -3.7% | -4.7% | +1.0% | -2.3% |
| 3M | +21.4% | +18.4% | +3.0% | +13.6% |
| 6M | +18.3% | +20.5% | -2.2% | +9.7% |
| YTD | -20.1% | +23.5% | -43.6% | -27.0% |
| 1Y | -32.8% | +29.0% | -61.8% | -39.7% |
| 3Y | +8.6% | +153.7% | -145.2% | -27.6% |
| 5Y | -4.5% | +114.8% | -119.2% | -30.8% |
| All | -4.5% | +117.0% | -121.5% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling