+45.7%
OWL vs ALLY
+51.1%
-5.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -2.2% | +3.7% | -5.9% | -4.1% |
| 30D | +3.7% | -2.3% | +5.9% | +5.0% |
| 3M | +17.5% | +3.8% | +13.7% | +15.0% |
| 6M | +18.5% | +9.7% | +8.8% | +12.4% |
| YTD | -16.3% | -1.4% | -14.9% | -16.1% |
| 1Y | -29.7% | +8.2% | -38.0% | -33.0% |
| 3Y | +14.2% | +66.5% | -52.3% | -14.2% |
| 5Y | +2.5% | +1.2% | +1.3% | -11.0% |
| All | +45.7% | +51.1% | -5.4% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling