-11.5%
OWL vs ARES
+97.0%
-108.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -0.7% |
| 7D | -6.4% | -2.7% | -3.7% | -4.2% |
| 30D | -5.0% | -2.4% | -2.6% | -2.8% |
| 3M | +15.4% | +3.9% | +11.5% | +11.7% |
| 6M | +15.5% | +26.4% | -10.9% | -4.9% |
| YTD | -22.7% | -14.9% | -7.8% | -12.8% |
| 1Y | -34.1% | -20.4% | -13.6% | -21.4% |
| 3Y | +5.1% | +38.8% | -33.7% | -18.7% |
| 5Y | -11.5% | +97.0% | -108.4% | -50.6% |
| All | -11.5% | +97.0% | -108.5% | -50.6% |
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