-25.5%
OWL vs COO
-9.3%
-16.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +1.1% | +4.5% | -3.4% | -0.5% |
| 30D | +10.0% | +16.9% | -6.9% | +4.5% |
| 3M | -8.7% | -16.7% | +8.1% | -2.3% |
| 6M | +3.1% | +5.9% | -2.8% | -1.2% |
| YTD | -25.6% | -22.4% | -3.2% | -13.9% |
| 1Y | -25.5% | -10.1% | -15.4% | -18.7% |
| All | -25.5% | -9.3% | -16.2% | -18.7% |
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