+1.7%
OWL vs OTIS
-12.3%
+14.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.5% | +0.6% |
| 7D | -10.1% | -3.0% | -7.2% | -9.1% |
| 30D | -11.9% | -6.0% | -5.9% | -9.9% |
| 3M | +10.7% | -0.9% | +11.6% | +11.0% |
| 6M | +22.1% | -17.3% | +39.5% | +30.5% |
| YTD | -24.8% | -19.6% | -5.2% | -18.9% |
| 1Y | -39.2% | -21.0% | -18.2% | -34.1% |
| 3Y | +1.7% | -12.1% | +13.8% | -0.5% |
| All | +1.7% | -12.3% | +14.0% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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