+33.4%
OWL vs COMP
-53.0%
+86.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.4% | +8.1% | +2.1% |
| 7D | +1.1% | +7.2% | -6.1% | -0.4% |
| 30D | +10.0% | +6.4% | +3.6% | +8.4% |
| 3M | -8.7% | -19.4% | +10.8% | -5.2% |
| 6M | +3.1% | +14.6% | -11.4% | -0.6% |
| YTD | -25.6% | -5.5% | -20.2% | -26.9% |
| 1Y | -25.5% | +13.7% | -39.1% | -29.4% |
| 3Y | -9.4% | +409.7% | -419.1% | -40.5% |
| 5Y | -18.2% | -17.0% | -1.1% | -36.0% |
| All | +33.4% | -53.0% | +86.3% | +5.2% |
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