+25.4%
OWL vs COMP
-52.0%
+77.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.7% | -11.4% | -2.8% |
| 7D | -4.9% | +13.4% | -18.4% | -7.3% |
| 30D | +7.8% | +11.1% | -3.3% | +5.3% |
| 3M | -12.7% | -18.8% | +6.2% | -9.5% |
| 6M | -2.8% | +10.5% | -13.3% | -5.6% |
| YTD | -30.1% | -3.4% | -26.7% | -31.5% |
| 1Y | -29.1% | +19.7% | -48.8% | -33.4% |
| 3Y | -12.3% | +381.6% | -393.9% | -41.7% |
| 5Y | -27.5% | -17.6% | -9.9% | -43.4% |
| All | +25.4% | -52.0% | +77.4% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling