+29.3%
OWL vs CG
+73.0%
-43.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -2.3% |
| 7D | -11.9% | -9.8% | -2.1% | -5.3% |
| 30D | -13.7% | -10.3% | -3.4% | -6.8% |
| 3M | +12.3% | -1.7% | +13.9% | +13.8% |
| 6M | +15.0% | -9.8% | +24.8% | +24.2% |
| YTD | -25.7% | -25.6% | -0.1% | -8.8% |
| 1Y | -39.5% | -32.5% | -7.0% | -20.8% |
| 3Y | +0.9% | +45.6% | -44.7% | -21.4% |
| 5Y | -16.5% | +3.7% | -20.2% | -25.7% |
| All | +29.3% | +73.0% | -43.7% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling