+28.5%
OWL vs ARWR
-34.1%
+62.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -15.3% | +20.9% | +8.5% |
| 7D | -2.4% | -17.3% | +15.0% | +0.8% |
| 30D | +9.3% | -21.5% | +30.8% | +13.9% |
| 3M | -11.0% | -43.8% | +32.9% | -1.4% |
| 6M | +2.4% | -32.3% | +34.7% | +8.4% |
| YTD | -26.2% | -25.8% | -0.3% | -23.8% |
| 1Y | -27.4% | +25.5% | -53.0% | -33.4% |
| 3Y | -8.7% | +84.1% | -92.8% | -30.2% |
| 5Y | -19.3% | -39.2% | +19.9% | -30.3% |
| All | +28.5% | -34.1% | +62.6% | +7.8% |
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