-14.5%
OWL vs CF
+68.9%
-83.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.5% | +4.8% | -3.2% | +1.7% |
| 30D | +13.4% | +4.7% | +8.7% | +13.7% |
| 3M | -21.2% | +7.4% | -28.7% | -21.1% |
| 6M | +4.0% | +0.6% | +3.4% | +4.2% |
| YTD | -29.0% | +64.1% | -93.1% | -35.3% |
| 1Y | -28.4% | +51.4% | -79.8% | -33.7% |
| 3Y | -14.5% | +67.8% | -82.3% | -27.6% |
| All | -14.5% | +68.9% | -83.4% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 3y: compounded portfolio wealth divided by compounded CF 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…
3y analysis · Full analysis span regression · 6 months rolling