+34.6%
OWL vs COPX
+279.8%
-245.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.6% |
| 7D | -6.4% | +6.0% | -12.4% | -8.4% |
| 30D | -5.0% | +6.4% | -11.4% | -7.4% |
| 3M | +15.4% | +19.3% | -3.9% | +7.4% |
| 6M | +15.5% | +16.2% | -0.8% | +7.0% |
| YTD | -22.7% | +33.2% | -55.8% | -33.3% |
| 1Y | -34.1% | +90.2% | -124.3% | -51.5% |
| 3Y | +5.1% | +175.7% | -170.6% | -36.5% |
| 5Y | -11.5% | +193.1% | -204.6% | -48.3% |
| All | +34.6% | +279.8% | -245.2% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling