-29.0%
OWL vs IRE
-82.8%
+53.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +10.2% | -14.7% | -5.2% |
| 7D | -3.9% | +58.9% | -62.8% | -7.0% |
| 30D | -3.7% | +17.2% | -20.8% | -5.5% |
| 3M | +21.4% | -58.6% | +80.0% | +23.6% |
| 6M | +18.3% | -23.5% | +41.8% | +13.1% |
| YTD | -20.1% | -47.4% | +27.3% | -24.3% |
| All | -29.0% | -82.8% | +53.9% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling