-26.6%
OWL vs GRAB
-39.6%
+13.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.7% | -4.6% | +0.3% |
| 7D | +10.1% | +22.2% | -12.0% | +1.9% |
| 30D | +18.7% | +6.0% | +12.7% | +15.9% |
| 3M | -6.2% | -9.7% | +3.5% | -2.3% |
| 6M | +9.8% | -7.2% | +17.0% | +12.2% |
| YTD | -24.2% | -32.7% | +8.5% | -16.2% |
| 1Y | -26.6% | -41.9% | +15.3% | -17.9% |
| All | -26.6% | -39.6% | +13.0% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 1y: compounded portfolio wealth divided by compounded GRAB 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…
1y analysis · Full analysis span regression · 6 months rolling