-14.5%
OWL vs AR
+48.6%
-63.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.5% | +7.4% | -5.8% | -0.2% |
| 30D | +13.4% | +5.8% | +7.7% | +11.4% |
| 3M | -21.2% | +5.2% | -26.5% | -22.8% |
| 6M | +4.0% | +5.4% | -1.4% | +1.3% |
| YTD | -29.0% | +12.4% | -41.4% | -33.5% |
| 1Y | -28.4% | +12.8% | -41.2% | -33.3% |
| 3Y | -14.5% | +47.2% | -61.7% | -25.9% |
| All | -14.5% | +48.6% | -63.1% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling