+26.6%
OWL vs ALLY
+31.3%
-4.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.4% |
| 7D | -1.2% | -0.7% | -0.5% | -0.7% |
| 30D | +7.6% | +1.1% | +6.4% | +7.2% |
| 3M | -10.7% | -13.2% | +2.5% | -3.5% |
| 6M | +0.9% | -13.5% | +14.3% | +8.9% |
| YTD | -27.3% | -14.3% | -13.0% | -21.4% |
| 1Y | -27.2% | -1.1% | -26.0% | -27.0% |
| 3Y | -11.4% | +62.0% | -73.4% | -31.9% |
| 5Y | -20.0% | -9.6% | -10.3% | -25.0% |
| All | +26.6% | +31.3% | -4.8% | +19.1% |
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 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