-29.7%
OWL vs AU
+100.5%
-130.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.5% |
| 7D | -2.2% | -3.6% | +1.4% | -1.9% |
| 30D | +3.7% | +23.9% | -20.2% | +1.5% |
| 3M | +17.5% | +19.1% | -1.6% | +14.8% |
| 6M | +18.5% | -0.2% | +18.7% | +16.2% |
| YTD | -16.3% | +32.5% | -48.8% | -18.6% |
| 1Y | -29.7% | +96.9% | -126.7% | -40.5% |
| All | -29.7% | +100.5% | -130.2% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling