+1.7%
OWL vs INDA
+7.9%
-6.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +0.4% |
| 7D | -10.1% | -2.7% | -7.4% | -7.8% |
| 30D | -11.9% | -2.8% | -9.2% | -9.5% |
| 3M | +10.7% | +1.6% | +9.1% | +9.6% |
| 6M | +22.1% | -1.4% | +23.5% | +24.3% |
| YTD | -24.8% | -10.1% | -14.7% | -16.7% |
| 1Y | -39.2% | -8.8% | -30.4% | -33.6% |
| 3Y | +1.7% | +7.6% | -5.9% | -3.0% |
| All | +1.7% | +7.9% | -6.1% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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