+30.9%
OWL vs COPX
+253.0%
-222.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -10.1% | -2.3% | -7.8% | -9.5% |
| 30D | -11.9% | +0.3% | -12.2% | -12.3% |
| 3M | +10.7% | +6.8% | +3.9% | +7.4% |
| 6M | +22.1% | +7.9% | +14.2% | +16.3% |
| YTD | -24.8% | +23.7% | -48.5% | -33.4% |
| 1Y | -39.2% | +71.5% | -110.7% | -53.5% |
| 3Y | +1.7% | +149.1% | -147.4% | -36.1% |
| 5Y | -15.5% | +167.3% | -182.8% | -49.3% |
| All | +30.9% | +253.0% | -222.1% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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