+37.6%
OWL vs AUR
-35.0%
+72.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.2% |
| 7D | -6.4% | +11.1% | -17.5% | -8.0% |
| 30D | -5.0% | -6.9% | +1.9% | -4.2% |
| 3M | +15.4% | +5.5% | +9.9% | +13.5% |
| 6M | +15.5% | +41.0% | -25.5% | +7.5% |
| YTD | -22.7% | +69.3% | -91.9% | -30.3% |
| 1Y | -34.1% | +14.0% | -48.1% | -37.0% |
| 3Y | +5.1% | +90.1% | -85.0% | -15.2% |
| 5Y | -11.5% | -34.4% | +22.9% | -33.8% |
| All | +37.6% | -35.0% | +72.6% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling