-14.5%
OWL vs CHD
+31.2%
-45.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | +1.5% | +3.6% | -2.1% | +1.6% |
| 30D | +13.4% | +10.4% | +3.0% | +13.9% |
| 3M | -21.2% | +12.2% | -33.4% | -20.9% |
| 6M | +4.0% | +19.9% | -15.9% | +5.4% |
| YTD | -29.0% | +36.4% | -65.4% | -27.2% |
| 1Y | -28.4% | +35.1% | -63.6% | -26.7% |
| 3Y | -14.5% | +29.2% | -43.7% | -9.1% |
| All | -14.5% | +31.2% | -45.8% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling