+30.7%
OWL vs OSCR
-9.5%
+40.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.5% | -4.3% |
| 7D | -11.9% | +1.1% | -13.0% | -12.1% |
| 30D | -13.7% | +16.5% | -30.2% | -15.5% |
| 3M | +12.3% | +17.0% | -4.7% | +9.4% |
| 6M | +15.0% | +145.0% | -129.9% | +0.4% |
| YTD | -25.7% | +126.7% | -152.5% | -34.6% |
| 1Y | -39.5% | +67.2% | -106.7% | -45.2% |
| 3Y | +0.9% | +405.1% | -404.2% | -28.9% |
| 5Y | -16.5% | +86.2% | -102.7% | -41.1% |
| All | +30.7% | -9.5% | +40.2% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling