+39.1%
OWL vs ALLE
+52.8%
-13.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.1% |
| 7D | -3.9% | +2.8% | -6.7% | -5.5% |
| 30D | -3.7% | -7.6% | +4.0% | +1.0% |
| 3M | +21.4% | +22.8% | -1.4% | +7.1% |
| 6M | +18.3% | +4.6% | +13.7% | +14.1% |
| YTD | -20.1% | -1.2% | -18.9% | -20.8% |
| 1Y | -32.8% | -9.1% | -23.6% | -29.8% |
| 3Y | +8.6% | +50.0% | -41.4% | -19.4% |
| 5Y | -4.5% | +15.2% | -19.7% | -26.7% |
| All | +39.1% | +52.8% | -13.8% | +2.5% |
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