+39.1%
OWL vs ALLY
+46.1%
-7.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.2% | -2.8% |
| 7D | -3.9% | +1.0% | -5.0% | -4.4% |
| 30D | -3.7% | -3.3% | -0.4% | -1.9% |
| 3M | +21.4% | +0.5% | +20.9% | +21.0% |
| 6M | +18.3% | +12.6% | +5.8% | +10.8% |
| YTD | -20.1% | -4.7% | -15.4% | -18.4% |
| 1Y | -32.8% | +5.2% | -38.0% | -34.9% |
| 3Y | +8.6% | +66.5% | -57.9% | -18.3% |
| 5Y | -4.5% | +0.2% | -4.7% | -15.7% |
| All | +39.1% | +46.1% | -7.0% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling