-28.2%
OWL vs ALLY
-9.5%
-18.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.3% |
| 7D | -4.9% | +0.9% | -5.9% | -5.4% |
| 30D | +7.8% | +3.1% | +4.7% | +6.1% |
| 3M | -12.7% | -12.6% | -0.1% | -5.4% |
| 6M | -2.8% | -12.4% | +9.6% | +5.0% |
| YTD | -30.1% | -13.2% | -16.9% | -24.4% |
| 1Y | -29.1% | +1.8% | -30.9% | -30.2% |
| 3Y | -12.3% | +58.0% | -70.2% | -34.8% |
| All | -28.2% | -9.5% | -18.7% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling