-29.7%
OWL vs IP
-18.9%
-10.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.2% |
| 7D | -2.2% | -5.3% | +3.0% | -1.2% |
| 30D | +3.7% | -10.9% | +14.5% | +6.0% |
| 3M | +17.5% | +11.2% | +6.4% | +15.0% |
| 6M | +18.5% | -10.2% | +28.8% | +22.5% |
| YTD | -16.3% | -2.0% | -14.3% | -15.3% |
| 1Y | -29.7% | -19.1% | -10.6% | -28.9% |
| All | -29.7% | -18.9% | -10.8% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling