-28.4%
OWL vs ALM
+10.4%
-38.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.5% | +2.2% | -3.9% |
| 7D | +0.8% | -4.0% | +4.8% | +1.1% |
| 30D | +7.3% | -30.5% | +37.8% | +9.8% |
| 3M | -16.8% | -46.9% | +30.1% | -13.8% |
| 6M | +4.0% | -65.5% | +69.5% | +8.4% |
| YTD | -29.0% | -13.4% | -15.6% | -25.1% |
| All | -28.4% | +10.4% | -38.8% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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