+23.6%
OWL vs CHRW
+62.7%
-39.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.5% | +7.3% | -5.7% | +0.2% |
| 30D | +13.4% | -3.6% | +17.0% | +13.9% |
| 3M | -21.2% | -9.6% | -11.7% | -20.1% |
| 6M | +4.0% | -17.0% | +21.0% | +5.9% |
| YTD | -29.0% | -15.4% | -13.6% | -29.3% |
| 1Y | -28.4% | -10.0% | -18.4% | -30.0% |
| 3Y | -14.5% | +82.2% | -96.7% | -34.6% |
| 5Y | -21.5% | +59.4% | -80.8% | -36.0% |
| All | +23.6% | +62.7% | -39.1% | +2.9% |
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