+23.6%
OWL vs ALLY
+32.5%
-8.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.9% |
| 7D | +0.8% | -2.1% | +3.0% | +2.0% |
| 30D | +7.3% | +2.0% | +5.3% | +6.4% |
| 3M | -16.8% | -13.3% | -3.5% | -10.1% |
| 6M | +4.0% | -9.9% | +13.9% | +9.9% |
| YTD | -29.0% | -13.5% | -15.5% | -23.6% |
| 1Y | -29.7% | -2.8% | -26.8% | -28.9% |
| 3Y | -13.5% | +63.4% | -76.9% | -33.8% |
| 5Y | -21.5% | -10.9% | -10.6% | -26.6% |
| All | +23.6% | +32.5% | -8.9% | +15.8% |
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