+33.1%
OWL vs COMP
-51.7%
+84.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.7% |
| 7D | -2.1% | +2.2% | -4.3% | -2.7% |
| 30D | +11.6% | +16.3% | -4.8% | +8.1% |
| 3M | -13.8% | -19.1% | +5.4% | -10.7% |
| 6M | +7.8% | +17.1% | -9.3% | +3.5% |
| YTD | -25.8% | -2.9% | -22.9% | -27.4% |
| 1Y | -26.5% | +8.8% | -35.3% | -29.7% |
| 3Y | -9.6% | +423.5% | -433.1% | -41.0% |
| 5Y | -20.8% | -10.5% | -10.4% | -38.7% |
| All | +33.1% | -51.7% | +84.8% | +4.5% |
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