+4.6%
OWL vs CLX
-35.1%
+39.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -3.1% |
| 7D | -6.4% | -4.9% | -1.4% | -6.1% |
| 30D | -5.0% | -15.8% | +10.8% | -4.0% |
| 3M | +15.4% | -7.9% | +23.3% | +16.0% |
| 6M | +15.5% | -19.0% | +34.5% | +16.9% |
| YTD | -22.7% | -7.9% | -14.7% | -22.3% |
| 1Y | -34.1% | -25.4% | -8.7% | -33.0% |
| All | +4.6% | -35.1% | +39.7% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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