+0.5%
OWL vs EQIX
+40.7%
-40.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.1% | -3.2% |
| 7D | -11.9% | -1.6% | -10.3% | -11.3% |
| 30D | -13.7% | -0.4% | -13.4% | -13.7% |
| 3M | +12.3% | -0.9% | +13.2% | +12.1% |
| 6M | +15.0% | +8.1% | +6.9% | +10.3% |
| YTD | -25.7% | +35.7% | -61.4% | -36.5% |
| 1Y | -39.5% | +34.0% | -73.5% | -48.0% |
| All | +0.5% | +40.7% | -40.2% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 3y: compounded portfolio wealth divided by compounded EQIX 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…
3y analysis · Full analysis span regression · 6 months rolling