+34.6%
OWL vs AR
+636.7%
-602.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -6.4% | -1.2% | -5.2% | -6.1% |
| 30D | -5.0% | +5.5% | -10.5% | -6.1% |
| 3M | +15.4% | +12.9% | +2.5% | +12.0% |
| 6M | +15.5% | +0.1% | +15.4% | +14.5% |
| YTD | -22.7% | +13.5% | -36.2% | -26.0% |
| 1Y | -34.1% | +21.6% | -55.6% | -38.1% |
| 3Y | +5.1% | +46.0% | -40.9% | -5.4% |
| 5Y | -11.5% | +143.7% | -155.2% | -23.3% |
| All | +34.6% | +636.7% | -602.1% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling