+45.7%
OWL vs ILMN
-35.0%
+80.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -2.2% | +1.2% | -3.5% | -2.6% |
| 30D | +3.7% | +9.2% | -5.5% | +1.1% |
| 3M | +17.5% | +29.8% | -12.3% | +9.0% |
| 6M | +18.5% | +69.2% | -50.7% | +2.0% |
| YTD | -16.3% | +66.4% | -82.7% | -28.2% |
| 1Y | -29.7% | +123.4% | -153.1% | -45.3% |
| 3Y | +14.2% | +33.2% | -19.0% | -0.8% |
| 5Y | +2.5% | -52.0% | +54.4% | +7.9% |
| All | +45.7% | -35.0% | +80.6% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling