-3.4%
OWL vs IOT
+61.2%
-64.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -3.9% | +2.8% | -6.7% | -4.7% |
| 30D | -3.7% | -1.8% | -1.9% | -3.3% |
| 3M | +21.4% | +17.9% | +3.5% | +15.4% |
| 6M | +18.3% | +13.5% | +4.8% | +12.6% |
| YTD | -20.1% | +13.3% | -33.4% | -24.8% |
| 1Y | -32.8% | -3.3% | -29.5% | -34.3% |
| 3Y | +8.6% | +31.3% | -22.8% | -5.6% |
| All | -3.4% | +61.2% | -64.7% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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