-19.3%
OWL vs ALM
+441.7%
-461.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.1% | -2.5% | +5.1% |
| 7D | -2.4% | +0.7% | -3.1% | -2.4% |
| 30D | +9.3% | -26.1% | +35.3% | +11.1% |
| 3M | -11.0% | -38.1% | +27.2% | -8.8% |
| 6M | +2.4% | -55.4% | +57.9% | +6.2% |
| YTD | -26.2% | -0.4% | -25.8% | -27.2% |
| 1Y | -27.4% | +25.4% | -52.8% | -29.6% |
| 3Y | -8.7% | +907.8% | -916.4% | -22.3% |
| 5Y | -19.3% | +440.2% | -459.5% | -28.3% |
| All | -19.3% | +441.7% | -461.0% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling