-26.6%
OWL vs IT
-17.9%
-8.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.8% |
| 7D | +10.1% | -5.5% | +15.6% | +11.4% |
| 30D | +18.7% | +10.3% | +8.4% | +16.2% |
| 3M | -6.2% | +11.5% | -17.7% | -8.8% |
| 6M | +9.8% | +40.3% | -30.5% | -0.2% |
| YTD | -24.2% | -17.9% | -6.3% | -17.8% |
| 1Y | -26.6% | -8.8% | -17.8% | -25.0% |
| All | -26.6% | -17.9% | -8.7% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling