+45.7%
OWL vs IRM
+389.5%
-343.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.5% |
| 7D | -2.2% | -0.5% | -1.8% | -2.1% |
| 30D | +3.7% | -8.1% | +11.8% | +7.4% |
| 3M | +17.5% | -9.7% | +27.2% | +22.4% |
| 6M | +18.5% | +10.0% | +8.5% | +13.0% |
| YTD | -16.3% | +43.0% | -59.3% | -29.4% |
| 1Y | -29.7% | +32.7% | -62.4% | -39.0% |
| 3Y | +14.2% | +102.7% | -88.6% | -21.0% |
| 5Y | +2.5% | +187.6% | -185.1% | -37.8% |
| All | +45.7% | +389.5% | -343.9% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling