+1.7%
OWL vs GRAB
-18.7%
+20.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.8% |
| 7D | -10.1% | -10.8% | +0.7% | -6.8% |
| 30D | -11.9% | -15.5% | +3.6% | -7.2% |
| 3M | +10.7% | -9.0% | +19.7% | +13.7% |
| 6M | +22.1% | -21.6% | +43.7% | +31.1% |
| YTD | -24.8% | -38.9% | +14.1% | -13.6% |
| 1Y | -39.2% | -44.8% | +5.6% | -28.3% |
| 3Y | +1.7% | -18.4% | +20.2% | +12.7% |
| All | +1.7% | -18.7% | +20.4% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling