+34.6%
OWL vs ARWR
+10.6%
+24.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.7% |
| 7D | -6.4% | -3.2% | -3.2% | -5.8% |
| 30D | -5.0% | -6.5% | +1.5% | -3.9% |
| 3M | +15.4% | +12.7% | +2.7% | +11.9% |
| 6M | +15.5% | +36.2% | -20.7% | +7.3% |
| YTD | -22.7% | +24.5% | -47.1% | -27.2% |
| 1Y | -34.1% | +198.0% | -232.0% | -48.8% |
| 3Y | +5.1% | +176.4% | -171.3% | -25.1% |
| 5Y | -11.5% | +26.6% | -38.0% | -31.7% |
| All | +34.6% | +10.6% | +24.0% | +3.0% |
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