-26.6%
OWL vs COO
-7.7%
-18.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.8% | +1.0% |
| 7D | +10.1% | +8.4% | +1.7% | +7.0% |
| 30D | +18.7% | +13.5% | +5.3% | +13.7% |
| 3M | -6.2% | -13.8% | +7.6% | -1.0% |
| 6M | +9.8% | +4.7% | +5.1% | +6.0% |
| YTD | -24.2% | -21.4% | -2.8% | -12.6% |
| 1Y | -26.6% | -6.7% | -19.8% | -22.7% |
| All | -26.6% | -7.7% | -18.9% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling