+29.4%
OWL vs ARWR
-34.4%
+63.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +1.1% | -17.7% | +18.8% | +4.4% |
| 30D | +10.0% | -21.9% | +31.9% | +14.8% |
| 3M | -8.7% | -44.5% | +35.9% | +1.4% |
| 6M | +3.1% | -32.6% | +35.7% | +9.2% |
| YTD | -25.6% | -26.2% | +0.5% | -23.2% |
| 1Y | -25.5% | +23.0% | -48.5% | -31.3% |
| 3Y | -9.4% | +81.8% | -91.2% | -30.6% |
| 5Y | -18.2% | -36.0% | +17.9% | -29.6% |
| All | +29.4% | -34.4% | +63.8% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling