+29.3%
OWL vs AZO
+148.5%
-119.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -2.9% | -3.8% |
| 7D | -11.9% | -2.9% | -9.0% | -11.4% |
| 30D | -13.7% | -5.3% | -8.4% | -12.8% |
| 3M | +12.3% | -7.3% | +19.6% | +13.6% |
| 6M | +15.0% | -22.7% | +37.7% | +20.8% |
| YTD | -25.7% | -15.0% | -10.7% | -23.6% |
| 1Y | -39.5% | -32.2% | -7.2% | -34.7% |
| 3Y | +0.9% | +10.0% | -9.1% | -5.1% |
| 5Y | -16.5% | +85.8% | -102.4% | -27.3% |
| All | +29.3% | +148.5% | -119.2% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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