-10.7%
OWL vs IRM
+109.6%
-120.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.9% |
| 7D | -2.1% | -5.3% | +3.1% | +0.2% |
| 30D | +11.6% | -2.3% | +13.9% | +12.6% |
| 3M | -13.8% | -7.4% | -6.4% | -11.2% |
| 6M | +7.8% | -12.2% | +20.1% | +13.5% |
| YTD | -25.8% | +38.6% | -64.4% | -36.4% |
| 1Y | -26.5% | +14.9% | -41.4% | -31.8% |
| All | -10.7% | +109.6% | -120.3% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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