-36.9%
OWL vs IRE
-98.1%
+61.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.4% | +14.4% | +0.8% |
| 7D | +1.5% | -31.8% | +33.4% | +3.4% |
| 30D | +13.4% | -71.8% | +85.2% | +19.4% |
| 3M | -21.2% | -88.9% | +67.7% | -13.1% |
| 6M | +4.0% | -95.4% | +99.4% | +16.2% |
| YTD | -29.0% | -94.2% | +65.2% | -25.1% |
| 1Y | -28.4% | -97.1% | +68.7% | -23.1% |
| All | -36.9% | -98.1% | +61.3% | -31.7% |
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