+23.6%
OWL vs COO
-26.7%
+50.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +1.5% | +0.5% | +1.1% | +1.4% |
| 30D | +13.4% | +14.2% | -0.7% | +6.9% |
| 3M | -21.2% | -18.2% | -3.0% | -13.9% |
| 6M | +4.0% | +5.3% | -1.3% | -0.3% |
| YTD | -29.0% | -23.6% | -5.4% | -20.1% |
| 1Y | -28.4% | -12.7% | -15.7% | -24.7% |
| 3Y | -14.5% | -24.2% | +9.7% | -9.4% |
| 5Y | -21.5% | -40.0% | +18.5% | -12.8% |
| All | +23.6% | -26.7% | +50.4% | +30.8% |
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