-11.6%
OWL vs COMP
+309.8%
-321.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -8.2% | +1.0% | -5.7% |
| 7D | -5.0% | -1.8% | -3.2% | -4.7% |
| 30D | +9.0% | -0.8% | +9.8% | +9.1% |
| 3M | -12.7% | -28.1% | +15.4% | -8.1% |
| 6M | -4.0% | +27.0% | -31.0% | -8.4% |
| YTD | -29.6% | -12.8% | -16.8% | -29.1% |
| 1Y | -31.9% | +4.9% | -36.8% | -33.4% |
| All | -11.6% | +309.8% | -321.4% | -26.8% |
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