-28.2%
OWL vs COO
-41.6%
+13.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.2% |
| 7D | -4.9% | +4.7% | -9.7% | -7.0% |
| 30D | +7.8% | +13.9% | -6.1% | +1.2% |
| 3M | -12.7% | -14.9% | +2.3% | -6.0% |
| 6M | -2.8% | +2.0% | -4.8% | -5.6% |
| YTD | -30.1% | -23.9% | -6.2% | -20.6% |
| 1Y | -29.1% | -9.6% | -19.5% | -26.7% |
| 3Y | -12.3% | -25.4% | +13.2% | -6.6% |
| All | -28.2% | -41.6% | +13.4% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling