-28.2%
OWL vs ALLE
+49.9%
-78.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | -4.9% | -0.6% | -4.4% | -4.4% |
| 30D | +7.8% | +25.3% | -17.5% | -6.6% |
| 3M | -12.7% | +10.3% | -23.0% | -17.9% |
| 6M | -2.8% | +38.0% | -40.9% | -21.5% |
| YTD | -30.1% | +17.8% | -47.8% | -38.2% |
| 1Y | -29.1% | +13.6% | -42.7% | -35.8% |
| 3Y | -12.3% | +89.2% | -101.5% | -47.3% |
| All | -28.2% | +49.9% | -78.1% | -53.1% |
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