-32.8%
OWL vs AR
+17.5%
-50.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.5% |
| 7D | -3.9% | -1.8% | -2.1% | -4.0% |
| 30D | -3.7% | +12.6% | -16.3% | -3.4% |
| 3M | +21.4% | +10.0% | +11.4% | +21.8% |
| 6M | +18.3% | +0.6% | +17.7% | +19.3% |
| YTD | -20.1% | +13.4% | -33.5% | -20.6% |
| 1Y | -32.8% | +21.7% | -54.5% | -34.2% |
| All | -32.8% | +17.5% | -50.2% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling