+23.6%
OWL vs CLX
-34.0%
+57.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +1.5% | +9.5% | -8.0% | +0.5% |
| 30D | +13.4% | +30.7% | -17.3% | +10.1% |
| 3M | -21.2% | +4.2% | -25.5% | -22.0% |
| 6M | +4.0% | +22.1% | -18.1% | +1.6% |
| YTD | -29.0% | +14.1% | -43.1% | -30.4% |
| 1Y | -28.4% | +10.3% | -38.7% | -29.6% |
| 3Y | -14.5% | -7.8% | -6.7% | -14.7% |
| 5Y | -21.5% | -20.8% | -0.6% | -22.9% |
| All | +23.6% | -34.0% | +57.6% | +21.8% |
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