-11.5%
OWL vs GEN
+20.0%
-31.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -6.4% | -2.9% | -3.5% | -5.0% |
| 30D | -5.0% | +2.1% | -7.0% | -5.8% |
| 3M | +15.4% | +19.7% | -4.3% | +5.9% |
| 6M | +15.5% | +33.3% | -17.8% | 0.0% |
| YTD | -22.7% | +11.1% | -33.8% | -27.2% |
| 1Y | -34.1% | +3.0% | -37.1% | -35.8% |
| 3Y | +5.1% | +57.9% | -52.8% | -14.1% |
| 5Y | -11.5% | +20.6% | -32.1% | -25.8% |
| All | -11.5% | +20.0% | -31.5% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 5y: compounded portfolio wealth divided by compounded GEN 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…
5y analysis · Full analysis span regression · 6 months rolling