+21.7%
OWL vs AR
+579.5%
-557.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -4.9% | -14.3% | +9.3% | -2.0% |
| 30D | +7.8% | +1.4% | +6.4% | +7.2% |
| 3M | -12.7% | +3.4% | -16.0% | -13.8% |
| 6M | -2.8% | -2.1% | -0.7% | -3.4% |
| YTD | -30.1% | +4.7% | -34.8% | -32.3% |
| 1Y | -29.1% | +10.6% | -39.7% | -32.3% |
| 3Y | -12.3% | +24.6% | -36.9% | -18.8% |
| 5Y | -27.5% | +71.9% | -99.4% | -35.4% |
| All | +21.7% | +579.5% | -557.7% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling