-20.8%
OWL vs ARES
+85.0%
-105.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.7% |
| 7D | -2.1% | +0.8% | -2.9% | -2.6% |
| 30D | +11.6% | +16.7% | -5.1% | -1.7% |
| 3M | -13.8% | -2.6% | -11.2% | -11.6% |
| 6M | +7.8% | +13.0% | -5.1% | -2.6% |
| YTD | -25.8% | -11.7% | -14.1% | -18.6% |
| 1Y | -26.5% | -6.7% | -19.8% | -23.1% |
| 3Y | -9.6% | +40.5% | -50.1% | -31.2% |
| 5Y | -20.8% | +88.2% | -109.0% | -56.5% |
| All | -20.8% | +85.0% | -105.8% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 5y: compounded portfolio wealth divided by compounded ARES 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…
5y analysis · Full analysis span regression · 6 months rolling