+1.7%
OWL vs INVH
-9.7%
+11.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -10.1% | -3.0% | -7.1% | -8.9% |
| 30D | -11.9% | -7.5% | -4.4% | -8.9% |
| 3M | +10.7% | -5.5% | +16.3% | +13.3% |
| 6M | +22.1% | +11.7% | +10.4% | +15.9% |
| YTD | -24.8% | +1.3% | -26.1% | -25.6% |
| 1Y | -39.2% | -6.1% | -33.1% | -37.7% |
| 3Y | +1.7% | -9.8% | +11.5% | +7.8% |
| All | +1.7% | -9.7% | +11.4% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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