+29.3%
OWL vs AR
+637.7%
-608.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -11.9% | -1.3% | -10.6% | -11.7% |
| 30D | -13.7% | +3.5% | -17.3% | -14.4% |
| 3M | +12.3% | +9.9% | +2.3% | +9.6% |
| 6M | +15.0% | +4.5% | +10.5% | +12.9% |
| YTD | -25.7% | +13.7% | -39.4% | -28.9% |
| 1Y | -39.5% | +19.2% | -58.7% | -42.9% |
| 3Y | +0.9% | +46.2% | -45.2% | -9.2% |
| 5Y | -16.5% | +145.9% | -162.4% | -27.8% |
| All | +29.3% | +637.7% | -608.4% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling