+28.5%
OWL vs IP
-2.1%
+30.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.9% | +2.7% | +4.4% |
| 7D | -2.4% | -3.0% | +0.7% | -1.0% |
| 30D | +9.3% | +10.6% | -1.3% | +5.1% |
| 3M | -11.0% | -13.6% | +2.6% | -5.7% |
| 6M | +2.4% | +10.4% | -8.0% | -2.5% |
| YTD | -26.2% | -6.5% | -19.7% | -26.0% |
| 1Y | -27.4% | -2.1% | -25.3% | -28.9% |
| 3Y | -8.7% | +22.0% | -30.7% | -22.8% |
| 5Y | -19.3% | -9.7% | -9.6% | -24.5% |
| All | +28.5% | -2.1% | +30.7% | +18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling