+26.3%
OWL vs COMP
-56.6%
+82.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -8.2% | +1.0% | -5.6% |
| 7D | -5.0% | -1.8% | -3.2% | -4.6% |
| 30D | +9.0% | -0.8% | +9.8% | +9.0% |
| 3M | -12.7% | -28.1% | +15.4% | -7.3% |
| 6M | -4.0% | +27.0% | -31.0% | -9.8% |
| YTD | -29.6% | -12.8% | -16.8% | -29.6% |
| 1Y | -31.9% | +4.9% | -36.8% | -34.4% |
| 3Y | -13.1% | +321.0% | -334.1% | -40.7% |
| 5Y | -27.0% | -25.6% | -1.4% | -41.8% |
| All | +26.3% | -56.6% | +82.9% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling