-27.2%
OWL vs ALLY
-1.7%
-25.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.1% |
| 7D | -1.2% | -0.7% | -0.5% | -0.6% |
| 30D | +7.6% | +1.1% | +6.4% | +7.2% |
| 3M | -10.7% | -13.2% | +2.5% | -2.4% |
| 6M | +0.9% | -13.5% | +14.3% | +9.6% |
| YTD | -27.3% | -14.3% | -13.0% | -21.1% |
| 1Y | -27.2% | -1.1% | -26.0% | -27.6% |
| All | -27.2% | -1.7% | -25.4% | -27.6% |
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 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