-26.6%
OWL vs ALLY
+4.2%
-30.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.8% | -0.7% | +0.6% |
| 7D | +10.1% | +2.4% | +7.8% | +8.5% |
| 30D | +18.7% | +5.6% | +13.2% | +14.8% |
| 3M | -6.2% | -11.7% | +5.5% | +1.3% |
| 6M | +9.8% | -7.0% | +16.8% | +14.1% |
| YTD | -24.2% | -10.4% | -13.7% | -19.6% |
| 1Y | -26.6% | +2.4% | -29.0% | -30.1% |
| All | -26.6% | +4.2% | -30.8% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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