+34.6%
OWL vs EQIX
+69.2%
-34.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | -6.4% | +2.3% | -8.7% | -7.4% |
| 30D | -5.0% | +0.4% | -5.4% | -5.4% |
| 3M | +15.4% | -1.1% | +16.5% | +15.4% |
| 6M | +15.5% | +11.5% | +4.0% | +8.2% |
| YTD | -22.7% | +38.2% | -60.9% | -35.9% |
| 1Y | -34.1% | +36.7% | -70.7% | -45.1% |
| 3Y | +5.1% | +44.1% | -39.0% | -16.4% |
| 5Y | -11.5% | +34.8% | -46.3% | -33.9% |
| All | +34.6% | +69.2% | -34.6% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling