-16.9%
OWL vs AUR
-35.1%
+18.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +1.0% |
| 7D | -10.1% | +1.4% | -11.5% | -10.3% |
| 30D | -11.9% | -6.4% | -5.5% | -11.3% |
| 3M | +10.7% | +7.7% | +3.0% | +8.6% |
| 6M | +22.1% | +44.5% | -22.4% | +13.2% |
| YTD | -24.8% | +67.4% | -92.3% | -32.1% |
| 1Y | -39.2% | +15.4% | -54.6% | -42.0% |
| 3Y | +1.7% | +94.8% | -93.1% | -18.1% |
| All | -16.9% | -35.1% | +18.2% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 5y: compounded portfolio wealth divided by compounded AUR 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…
5y analysis · Full analysis span regression · 6 months rolling