+30.9%
OWL vs CHRW
+84.9%
-54.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -10.1% | +3.5% | -13.6% | -10.8% |
| 30D | -11.9% | +4.6% | -16.5% | -12.7% |
| 3M | +10.7% | -19.7% | +30.4% | +14.8% |
| 6M | +22.1% | -12.4% | +34.5% | +23.3% |
| YTD | -24.8% | -3.9% | -20.9% | -26.6% |
| 1Y | -39.2% | +18.4% | -57.6% | -44.4% |
| 3Y | +1.7% | +88.8% | -87.1% | -20.8% |
| 5Y | -15.5% | +93.5% | -109.0% | -33.7% |
| All | +30.9% | +84.9% | -54.0% | +6.8% |
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