-21.6%
OWL vs ALLE
+51.6%
-73.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.7% |
| 7D | +1.5% | +3.6% | -2.0% | -0.7% |
| 30D | +13.4% | +25.9% | -12.5% | -2.1% |
| 3M | -21.2% | +15.8% | -37.0% | -28.3% |
| 6M | +4.0% | +48.1% | -44.1% | -19.8% |
| YTD | -29.0% | +22.0% | -51.0% | -38.7% |
| 1Y | -28.4% | +18.0% | -46.5% | -36.8% |
| 3Y | -14.5% | +93.1% | -107.6% | -49.4% |
| All | -21.6% | +51.6% | -73.2% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling