+29.2%
OWL vs CHRW
+61.9%
-32.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.9% |
| 7D | -2.1% | -0.1% | -2.1% | -2.1% |
| 30D | +11.6% | -4.3% | +15.9% | +12.2% |
| 3M | -13.8% | -7.4% | -6.4% | -12.9% |
| 6M | +7.8% | -20.7% | +28.5% | +10.9% |
| YTD | -25.8% | -15.9% | -9.9% | -26.0% |
| 1Y | -26.5% | -9.9% | -16.6% | -28.1% |
| 3Y | -9.6% | +79.0% | -88.6% | -30.4% |
| 5Y | -20.8% | +61.3% | -82.2% | -35.8% |
| All | +29.2% | +61.9% | -32.7% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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