+15.6%
OWL vs ARWR
+197.7%
-182.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -2.2% | +1.7% | -3.9% | -2.5% |
| 30D | +3.7% | -0.7% | +4.3% | +3.7% |
| 3M | +17.5% | +14.9% | +2.6% | +14.4% |
| 6M | +18.5% | +32.6% | -14.1% | +12.4% |
| YTD | -16.3% | +30.0% | -46.4% | -20.7% |
| 1Y | -29.7% | +208.4% | -238.1% | -42.7% |
| All | +15.6% | +197.7% | -182.1% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling