-11.5%
OWL vs CLX
-37.0%
+25.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -3.0% |
| 7D | -6.4% | -4.9% | -1.4% | -5.8% |
| 30D | -5.0% | -15.8% | +10.8% | -3.2% |
| 3M | +15.4% | -7.9% | +23.3% | +16.4% |
| 6M | +15.5% | -19.0% | +34.5% | +18.0% |
| YTD | -22.7% | -7.9% | -14.7% | -22.2% |
| 1Y | -34.1% | -25.4% | -8.7% | -32.1% |
| 3Y | +5.1% | -35.0% | +40.1% | +10.2% |
| 5Y | -11.5% | -36.8% | +25.3% | -10.1% |
| All | -11.5% | -37.0% | +25.5% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling