+45.7%
OWL vs ARES
+241.8%
-196.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | 0.0% |
| 7D | -2.2% | -1.7% | -0.6% | -0.9% |
| 30D | +3.7% | +0.3% | +3.4% | +3.7% |
| 3M | +17.5% | +8.5% | +9.0% | +10.0% |
| 6M | +18.5% | +23.5% | -4.9% | +0.2% |
| YTD | -16.3% | -11.2% | -5.1% | -9.2% |
| 1Y | -29.7% | -19.3% | -10.4% | -17.7% |
| 3Y | +14.2% | +48.7% | -34.5% | -14.1% |
| 5Y | +2.5% | +106.5% | -104.0% | -40.5% |
| All | +45.7% | +241.8% | -196.2% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling