+0.5%
OWL vs OTIS
-13.8%
+14.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -1.9% | -3.2% |
| 7D | -11.9% | -5.0% | -6.9% | -10.2% |
| 30D | -13.7% | -6.5% | -7.2% | -11.5% |
| 3M | +12.3% | -2.0% | +14.2% | +13.0% |
| 6M | +15.0% | -20.2% | +35.2% | +24.6% |
| YTD | -25.7% | -21.0% | -4.8% | -19.4% |
| 1Y | -39.5% | -20.9% | -18.6% | -34.5% |
| All | +0.5% | -13.8% | +14.3% | -1.1% |
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