+27.4%
OWL vs COMP
-52.0%
+79.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +13.4% | +16.6% | -3.1% | +9.8% |
| 3M | -21.2% | -23.5% | +2.3% | -17.5% |
| 6M | +4.0% | +25.7% | -21.7% | -1.4% |
| YTD | -29.0% | -3.4% | -25.6% | -30.5% |
| 1Y | -28.4% | +7.6% | -36.0% | -31.4% |
| 3Y | -14.5% | +423.6% | -438.1% | -44.2% |
| 5Y | -21.5% | -10.6% | -10.9% | -39.1% |
| All | +27.4% | -52.0% | +79.3% | +0.1% |
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