-12.3%
OWL vs ALLE
+88.9%
-101.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | -4.9% | -0.6% | -4.4% | -4.5% |
| 30D | +7.8% | +25.3% | -17.5% | -3.5% |
| 3M | -12.7% | +10.3% | -23.0% | -16.8% |
| 6M | -2.8% | +38.0% | -40.9% | -17.2% |
| YTD | -30.1% | +17.8% | -47.8% | -36.1% |
| 1Y | -29.1% | +13.6% | -42.7% | -33.8% |
| 3Y | -12.3% | +89.2% | -101.5% | -38.5% |
| All | -12.3% | +88.9% | -101.2% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling