+29.3%
OWL vs GRAB
-76.8%
+106.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | -11.9% | -12.0% | +0.1% | -9.7% |
| 30D | -13.7% | -19.5% | +5.8% | -10.0% |
| 3M | +12.3% | -8.0% | +20.2% | +14.0% |
| 6M | +15.0% | -22.2% | +37.2% | +20.5% |
| YTD | -25.7% | -39.7% | +13.9% | -18.6% |
| 1Y | -39.5% | -43.2% | +3.7% | -33.1% |
| 3Y | +0.9% | -19.1% | +20.0% | +3.4% |
| 5Y | -16.5% | -72.0% | +55.5% | -17.5% |
| All | +29.3% | -76.8% | +106.0% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling