+45.7%
OWL vs COO
-18.6%
+64.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.1% |
| 7D | -2.2% | -2.2% | 0.0% | -1.2% |
| 30D | +3.7% | -7.0% | +10.7% | +7.2% |
| 3M | +17.5% | +12.2% | +5.3% | +10.1% |
| 6M | +18.5% | -15.1% | +33.7% | +27.5% |
| YTD | -16.3% | -15.1% | -1.2% | -9.9% |
| 1Y | -29.7% | +2.3% | -32.1% | -31.5% |
| 3Y | +14.2% | -23.7% | +37.8% | +23.3% |
| 5Y | +2.5% | -38.9% | +41.4% | +9.7% |
| All | +45.7% | -18.6% | +64.3% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling