-12.3%
OWL vs FIVE
+34.8%
-47.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -4.9% | -0.3% | -4.7% | -4.8% |
| 30D | +7.8% | +17.7% | -9.9% | +4.2% |
| 3M | -12.7% | +4.0% | -16.6% | -13.5% |
| 6M | -2.8% | +2.6% | -5.4% | -3.9% |
| YTD | -30.1% | +27.6% | -57.6% | -34.3% |
| 1Y | -29.1% | +59.9% | -89.0% | -36.7% |
| 3Y | -12.3% | +35.8% | -48.0% | -35.0% |
| All | -12.3% | +34.8% | -47.1% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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