+29.3%
OWL vs GNRC
-16.5%
+45.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.2% |
| 7D | -11.9% | -0.7% | -11.2% | -11.7% |
| 30D | -13.7% | -15.8% | +2.1% | -9.6% |
| 3M | +12.3% | -24.0% | +36.3% | +19.9% |
| 6M | +15.0% | -13.8% | +28.8% | +16.3% |
| YTD | -25.7% | +33.2% | -58.9% | -35.3% |
| 1Y | -39.5% | -1.8% | -37.7% | -42.4% |
| 3Y | +0.9% | +57.7% | -56.8% | -20.0% |
| 5Y | -16.5% | -59.7% | +43.2% | -16.9% |
| All | +29.3% | -16.5% | +45.8% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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