+30.9%
OWL vs GRAB
-76.4%
+107.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | -10.1% | -10.8% | +0.7% | -8.1% |
| 30D | -11.9% | -15.5% | +3.6% | -9.0% |
| 3M | +10.7% | -9.0% | +19.7% | +12.6% |
| 6M | +22.1% | -21.6% | +43.7% | +27.7% |
| YTD | -24.8% | -38.9% | +14.1% | -17.7% |
| 1Y | -39.2% | -44.8% | +5.6% | -32.4% |
| 3Y | +1.7% | -18.4% | +20.2% | +4.1% |
| 5Y | -15.5% | -71.6% | +56.1% | -16.6% |
| All | +30.9% | -76.4% | +107.4% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling