+29.4%
OWL vs ALLE
+86.3%
-56.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | +1.1% | +0.1% | +1.0% | +1.2% |
| 30D | +10.0% | +25.9% | -15.9% | -3.7% |
| 3M | -8.7% | +14.9% | -23.5% | -15.7% |
| 6M | +3.1% | +42.1% | -39.0% | -16.4% |
| YTD | -25.6% | +20.4% | -46.0% | -34.3% |
| 1Y | -25.5% | +14.9% | -40.4% | -32.3% |
| 3Y | -9.4% | +90.1% | -99.5% | -41.6% |
| 5Y | -18.2% | +53.0% | -71.1% | -44.6% |
| All | +29.4% | +86.3% | -56.8% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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