+45.7%
OWL vs IT
+19.9%
+25.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.9% | +1.0% |
| 7D | -2.2% | -6.0% | +3.8% | +0.1% |
| 30D | +3.7% | 0.0% | +3.7% | +3.3% |
| 3M | +17.5% | +13.1% | +4.5% | +9.3% |
| 6M | +18.5% | +11.7% | +6.8% | +9.7% |
| YTD | -16.3% | -26.1% | +9.8% | -7.3% |
| 1Y | -29.7% | -21.3% | -8.5% | -25.2% |
| 3Y | +14.2% | -46.7% | +60.9% | +43.7% |
| 5Y | +2.5% | -40.5% | +43.0% | +17.0% |
| All | +45.7% | +19.9% | +25.8% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling