-16.9%
OWL vs ITOT
+74.3%
-91.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | -0.1% |
| 7D | -10.1% | -0.9% | -9.2% | -8.8% |
| 30D | -11.9% | -1.5% | -10.5% | -9.7% |
| 3M | +10.7% | +3.6% | +7.2% | +5.5% |
| 6M | +22.1% | +13.7% | +8.4% | +0.7% |
| YTD | -24.8% | +12.9% | -37.7% | -37.0% |
| 1Y | -39.2% | +17.2% | -56.4% | -51.7% |
| 3Y | +1.7% | +75.6% | -73.9% | -54.4% |
| All | -16.9% | +74.3% | -91.2% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling