-26.6%
OWL vs IRE
-97.6%
+71.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -23.2% | +26.3% | +4.3% |
| 7D | +10.1% | -46.8% | +57.0% | +13.3% |
| 30D | +18.7% | -75.5% | +94.2% | +27.4% |
| 3M | -6.2% | -79.4% | +73.2% | +0.6% |
| 6M | +9.8% | -91.3% | +101.1% | +18.9% |
| YTD | -24.2% | -90.8% | +66.7% | -21.6% |
| 1Y | -26.6% | -97.7% | +71.1% | -19.6% |
| All | -26.6% | -97.6% | +71.0% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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