+28.5%
OWL vs CP
+44.6%
-16.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.6% | +4.5% |
| 7D | -2.4% | +2.8% | -5.1% | -3.7% |
| 30D | +9.3% | +11.3% | -2.1% | +3.4% |
| 3M | -11.0% | +2.9% | -13.8% | -12.2% |
| 6M | +2.4% | +9.8% | -7.3% | -2.5% |
| YTD | -26.2% | +28.5% | -54.7% | -35.9% |
| 1Y | -27.4% | +33.5% | -60.9% | -38.3% |
| 3Y | -8.7% | +31.9% | -40.6% | -23.3% |
| 5Y | -19.3% | +25.5% | -44.8% | -32.0% |
| All | +28.5% | +44.6% | -16.0% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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