+8.6%
OWL vs COO
-23.3%
+31.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.7% | -1.8% | -3.6% |
| 7D | -3.9% | -2.3% | -1.6% | -3.2% |
| 30D | -3.7% | -8.8% | +5.1% | -0.7% |
| 3M | +21.4% | +1.3% | +20.0% | +20.5% |
| 6M | +18.3% | -11.6% | +29.9% | +23.0% |
| YTD | -20.1% | -17.4% | -2.7% | -14.9% |
| 1Y | -32.8% | -1.6% | -31.2% | -32.6% |
| 3Y | +8.6% | -22.6% | +31.2% | +23.0% |
| All | +8.6% | -23.3% | +31.9% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling