+34.6%
OWL vs COO
-25.8%
+60.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.2% | +3.0% | -0.2% |
| 7D | -6.4% | -9.0% | +2.6% | -2.1% |
| 30D | -5.0% | -16.8% | +11.8% | +3.7% |
| 3M | +15.4% | -7.5% | +22.9% | +19.2% |
| 6M | +15.5% | -16.3% | +31.8% | +24.8% |
| YTD | -22.7% | -22.5% | -0.1% | -13.0% |
| 1Y | -34.1% | -7.0% | -27.1% | -32.7% |
| 3Y | +5.1% | -27.5% | +32.5% | +15.4% |
| 5Y | -11.5% | -43.3% | +31.9% | -1.2% |
| All | +34.6% | -25.8% | +60.4% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling