-32.8%
OWL vs ALLE
-8.3%
-24.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.3% |
| 7D | -3.9% | +2.8% | -6.7% | -4.7% |
| 30D | -3.7% | -7.6% | +4.0% | -1.4% |
| 3M | +21.4% | +22.8% | -1.4% | +16.2% |
| 6M | +18.3% | +4.6% | +13.7% | +17.0% |
| YTD | -20.1% | -1.2% | -18.9% | -20.7% |
| 1Y | -32.8% | -9.1% | -23.6% | -29.0% |
| All | -32.8% | -8.3% | -24.5% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling