-20.7%
OWL vs CF
+114.0%
-134.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.5% |
| 7D | +1.1% | +4.8% | -3.7% | +0.7% |
| 30D | +10.0% | +9.7% | +0.3% | +9.1% |
| 3M | -8.7% | +1.2% | -9.9% | -9.0% |
| 6M | +3.1% | +7.4% | -4.2% | +1.5% |
| YTD | -25.6% | +60.5% | -86.2% | -33.0% |
| 1Y | -25.5% | +50.7% | -76.2% | -32.1% |
| 3Y | -9.4% | +64.8% | -74.2% | -20.5% |
| All | -20.7% | +114.0% | -134.7% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling