+26.6%
OWL vs ALL
+184.2%
-157.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -2.4% |
| 7D | -1.2% | -0.1% | -1.0% | -1.1% |
| 30D | +7.6% | +13.8% | -6.2% | +3.6% |
| 3M | -10.7% | -2.8% | -7.9% | -10.1% |
| 6M | +0.9% | +23.7% | -22.8% | -6.8% |
| YTD | -27.3% | +27.3% | -54.6% | -33.7% |
| 1Y | -27.2% | +30.5% | -57.7% | -34.3% |
| 3Y | -11.4% | +113.0% | -124.4% | -33.6% |
| 5Y | -20.0% | +157.6% | -177.5% | -42.7% |
| All | +26.6% | +184.2% | -157.7% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling