-28.2%
OWL vs ILMN
-46.1%
+18.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.3% |
| 7D | -4.9% | -9.7% | +4.7% | -2.6% |
| 30D | +7.8% | -20.4% | +28.2% | +13.1% |
| 3M | -12.7% | +10.0% | -22.7% | -17.0% |
| 6M | -2.8% | +49.5% | -52.3% | -15.9% |
| YTD | -30.1% | +62.5% | -92.6% | -41.5% |
| 1Y | -29.1% | +76.0% | -105.1% | -42.0% |
| 3Y | -12.3% | +94.2% | -106.4% | -35.3% |
| All | -28.2% | -46.1% | +18.0% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling