+16.6%
OWL vs COMP
+215.9%
-199.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -2.2% | +1.4% | -3.6% | -2.5% |
| 30D | +3.7% | -13.3% | +17.0% | +6.1% |
| 3M | +17.5% | +41.1% | -23.6% | +10.9% |
| 6M | +18.5% | +17.2% | +1.4% | +14.1% |
| YTD | -16.3% | +5.2% | -21.5% | -18.3% |
| 1Y | -29.7% | +18.9% | -48.7% | -33.1% |
| All | +16.6% | +215.9% | -199.3% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling