+45.7%
OWL vs ALLE
+53.9%
-8.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.3% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | +3.7% | -6.8% | +10.5% | +8.1% |
| 3M | +17.5% | +21.0% | -3.5% | +4.6% |
| 6M | +18.5% | +1.1% | +17.4% | +16.7% |
| YTD | -16.3% | -0.5% | -15.8% | -17.4% |
| 1Y | -29.7% | -7.3% | -22.5% | -27.6% |
| 3Y | +14.2% | +42.3% | -28.1% | -12.3% |
| 5Y | +2.5% | +13.5% | -11.0% | -21.5% |
| All | +45.7% | +53.9% | -8.2% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling