-26.6%
OWL vs CHD
+30.9%
-57.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.7% |
| 7D | +10.1% | +6.9% | +3.2% | +9.2% |
| 30D | +18.7% | +17.1% | +1.6% | +17.4% |
| 3M | -6.2% | +9.1% | -15.3% | -7.3% |
| 6M | +9.8% | +21.4% | -11.6% | +9.3% |
| YTD | -24.2% | +34.9% | -59.0% | -29.7% |
| 1Y | -26.6% | +31.0% | -57.6% | -29.9% |
| All | -26.6% | +30.9% | -57.5% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling