+30.9%
OWL vs IT
+15.5%
+15.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.3% | -4.0% | -0.8% |
| 7D | -10.1% | -3.7% | -6.5% | -8.9% |
| 30D | -11.9% | +0.1% | -12.0% | -12.1% |
| 3M | +10.7% | +20.7% | -10.0% | -0.1% |
| 6M | +22.1% | +12.0% | +10.2% | +12.4% |
| YTD | -24.8% | -28.8% | +4.0% | -15.5% |
| 1Y | -39.2% | -25.5% | -13.7% | -33.6% |
| 3Y | +1.7% | -48.8% | +50.5% | +29.9% |
| 5Y | -15.5% | -42.7% | +27.2% | -2.2% |
| All | +30.9% | +15.5% | +15.4% | +33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling