+23.6%
OWL vs ARWR
-36.0%
+59.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +1.5% | -17.8% | +19.4% | +4.9% |
| 30D | +13.4% | -18.1% | +31.6% | +17.3% |
| 3M | -21.2% | -44.2% | +22.9% | -12.7% |
| 6M | +4.0% | -38.6% | +42.7% | +12.3% |
| YTD | -29.0% | -28.0% | -1.0% | -26.3% |
| 1Y | -28.4% | +16.1% | -44.6% | -33.2% |
| 3Y | -14.5% | +84.0% | -98.5% | -34.8% |
| 5Y | -21.5% | -35.4% | +13.9% | -32.3% |
| All | +23.6% | -36.0% | +59.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling