+34.6%
OWL vs ITOT
+112.3%
-77.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.4% |
| 7D | -6.4% | -0.4% | -6.0% | -5.8% |
| 30D | -5.0% | -1.6% | -3.4% | -2.6% |
| 3M | +15.4% | +3.5% | +11.9% | +10.2% |
| 6M | +15.5% | +13.1% | +2.4% | -3.0% |
| YTD | -22.7% | +12.7% | -35.4% | -34.4% |
| 1Y | -34.1% | +18.3% | -52.4% | -47.7% |
| 3Y | +5.1% | +76.4% | -71.3% | -50.3% |
| 5Y | -11.5% | +73.8% | -85.2% | -58.2% |
| All | +34.6% | +112.3% | -77.7% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling