-37.8%
OWL vs IRE
-97.2%
+59.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +39.6% | -40.3% | -2.9% |
| 7D | -4.9% | -27.2% | +22.2% | -4.3% |
| 30D | +7.8% | -75.1% | +82.9% | +14.7% |
| 3M | -12.7% | -77.9% | +65.2% | -7.5% |
| 6M | -2.8% | -94.6% | +91.8% | +7.9% |
| YTD | -30.1% | -91.5% | +61.5% | -27.6% |
| 1Y | -29.1% | -97.8% | +68.7% | -23.4% |
| All | -37.8% | -97.2% | +59.4% | -34.0% |
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