-16.9%
OWL vs OSCR
+96.8%
-113.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.2% |
| 7D | -10.1% | +1.6% | -11.7% | -10.3% |
| 30D | -11.9% | +10.7% | -22.6% | -13.2% |
| 3M | +10.7% | +13.4% | -2.6% | +8.3% |
| 6M | +22.1% | +144.6% | -122.4% | +6.4% |
| YTD | -24.8% | +128.0% | -152.8% | -34.0% |
| 1Y | -39.2% | +68.7% | -107.9% | -45.1% |
| 3Y | +1.7% | +398.8% | -397.0% | -29.1% |
| All | -16.9% | +96.8% | -113.7% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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