+8.6%
OWL vs CHRW
+86.2%
-77.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.6% |
| 7D | -3.9% | +1.9% | -5.9% | -4.1% |
| 30D | -3.7% | +0.9% | -4.6% | -3.8% |
| 3M | +21.4% | -19.9% | +41.3% | +23.2% |
| 6M | +18.3% | -15.8% | +34.1% | +19.0% |
| YTD | -20.1% | -5.6% | -14.5% | -21.4% |
| 1Y | -32.8% | +21.0% | -53.8% | -36.6% |
| 3Y | +8.6% | +86.0% | -77.5% | +1.2% |
| All | +8.6% | +86.2% | -77.6% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling