-28.4%
OWL vs IRE
-97.6%
+69.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.4% | +14.4% | +0.8% |
| 7D | +1.5% | -31.8% | +33.4% | +3.5% |
| 30D | +13.4% | -71.8% | +85.2% | +19.5% |
| 3M | -21.2% | -88.9% | +67.7% | -12.8% |
| 6M | +4.0% | -95.4% | +99.4% | +16.6% |
| YTD | -29.0% | -94.2% | +65.2% | -25.4% |
| 1Y | -28.4% | -97.1% | +68.7% | -22.5% |
| All | -28.4% | -97.6% | +69.2% | -22.5% |
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