-16.5%
OWL vs CHD
+19.7%
-36.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.6% | -3.9% |
| 7D | -11.9% | -4.7% | -7.2% | -11.8% |
| 30D | -13.7% | -8.3% | -5.4% | -13.5% |
| 3M | +12.3% | -4.0% | +16.3% | +12.4% |
| 6M | +15.0% | -6.5% | +21.5% | +15.3% |
| YTD | -25.7% | +13.1% | -38.8% | -26.2% |
| 1Y | -39.5% | +2.3% | -41.8% | -39.7% |
| 3Y | +0.9% | +1.8% | -0.9% | -0.3% |
| 5Y | -16.5% | +20.6% | -37.1% | -19.6% |
| All | -16.5% | +19.7% | -36.2% | -19.6% |
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 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