+23.6%
OWL vs ILMN
-37.6%
+61.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.9% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | +7.3% | -22.7% | +30.1% | +13.2% |
| 3M | -16.8% | +8.6% | -25.5% | -20.4% |
| 6M | +4.0% | +43.8% | -39.8% | -8.2% |
| YTD | -29.0% | +59.8% | -88.8% | -39.6% |
| 1Y | -29.7% | +71.8% | -101.4% | -41.4% |
| 3Y | -13.5% | +119.0% | -132.5% | -37.1% |
| 5Y | -21.5% | -43.8% | +22.4% | -19.5% |
| All | +23.6% | -37.6% | +61.2% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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