+30.9%
OWL vs CHD
+17.3%
+13.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -10.1% | -4.5% | -5.7% | -10.0% |
| 30D | -11.9% | -6.7% | -5.2% | -11.7% |
| 3M | +10.7% | -2.7% | +13.4% | +10.9% |
| 6M | +22.1% | -4.9% | +27.1% | +22.4% |
| YTD | -24.8% | +13.3% | -38.1% | -25.4% |
| 1Y | -39.2% | +1.0% | -40.2% | -39.3% |
| 3Y | +1.7% | +1.3% | +0.4% | +0.7% |
| 5Y | -15.5% | +20.8% | -36.3% | -21.7% |
| All | +30.9% | +17.3% | +13.6% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling