-14.5%
OWL vs ONTO
+51.5%
-66.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.7% |
| 7D | +1.5% | +17.5% | -16.0% | -2.3% |
| 30D | +13.4% | -15.7% | +29.1% | +16.6% |
| 3M | -21.2% | -39.7% | +18.5% | -13.0% |
| 6M | +4.0% | -26.5% | +30.5% | +5.2% |
| YTD | -29.0% | +29.0% | -58.0% | -40.2% |
| 1Y | -28.4% | +57.0% | -85.4% | -43.2% |
| 3Y | -14.5% | +50.0% | -64.5% | -35.8% |
| All | -14.5% | +51.5% | -66.0% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 3y: compounded portfolio wealth divided by compounded ONTO 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…
3y analysis · Full analysis span regression · 6 months rolling