+39.1%
OWL vs CLX
-45.6%
+84.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.4% |
| 7D | -3.9% | -3.5% | -0.4% | -3.6% |
| 30D | -3.7% | -11.9% | +8.2% | -2.6% |
| 3M | +21.4% | -2.6% | +24.0% | +21.7% |
| 6M | +18.3% | -18.2% | +36.5% | +20.2% |
| YTD | -20.1% | -5.9% | -14.2% | -19.9% |
| 1Y | -32.8% | -23.8% | -8.9% | -31.4% |
| 3Y | +8.6% | -33.6% | +42.1% | +12.3% |
| 5Y | -4.5% | -35.7% | +31.2% | -4.1% |
| All | +39.1% | -45.6% | +84.7% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling