-21.6%
OWL vs CHD
+33.2%
-54.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | +1.5% | +3.6% | -2.1% | +1.3% |
| 30D | +13.4% | +10.4% | +3.0% | +12.8% |
| 3M | -21.2% | +12.2% | -33.4% | -21.7% |
| 6M | +4.0% | +19.9% | -15.9% | +3.2% |
| YTD | -29.0% | +36.4% | -65.4% | -30.2% |
| 1Y | -28.4% | +35.1% | -63.6% | -29.6% |
| 3Y | -14.5% | +29.2% | -43.7% | -17.3% |
| All | -21.6% | +33.2% | -54.8% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling