-29.7%
OWL vs ALLY
-0.9%
-28.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.9% |
| 7D | +0.8% | -2.1% | +3.0% | +2.2% |
| 30D | +7.3% | +2.0% | +5.3% | +6.3% |
| 3M | -16.8% | -13.3% | -3.5% | -9.1% |
| 6M | +4.0% | -9.9% | +13.9% | +10.3% |
| YTD | -29.0% | -13.5% | -15.5% | -23.4% |
| 1Y | -29.7% | -2.8% | -26.8% | -27.5% |
| All | -29.7% | -0.9% | -28.7% | -27.5% |
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