-16.5%
OWL vs OTIS
-19.0%
+2.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -1.9% | -2.7% |
| 7D | -11.9% | -5.0% | -6.9% | -9.0% |
| 30D | -13.7% | -6.5% | -7.2% | -10.1% |
| 3M | +12.3% | -2.0% | +14.2% | +13.4% |
| 6M | +15.0% | -20.2% | +35.2% | +31.6% |
| YTD | -25.7% | -21.0% | -4.8% | -14.8% |
| 1Y | -39.5% | -20.9% | -18.6% | -30.9% |
| 3Y | +0.9% | -13.3% | +14.2% | +0.5% |
| 5Y | -16.5% | -18.5% | +2.0% | -19.1% |
| All | -16.5% | -19.0% | +2.4% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling