+23.6%
OWL vs P
+406.9%
-383.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.4% | -7.7% | -5.2% |
| 7D | +0.8% | +17.8% | -17.0% | -3.3% |
| 30D | +7.3% | -29.9% | +37.2% | +16.0% |
| 3M | -16.8% | -1.2% | -15.7% | -18.7% |
| 6M | +4.0% | +32.1% | -28.1% | -7.5% |
| YTD | -29.0% | +64.3% | -93.3% | -41.5% |
| 1Y | -29.7% | +24.3% | -53.9% | -38.9% |
| 3Y | -13.5% | +203.2% | -216.7% | -47.6% |
| 5Y | -21.5% | +290.4% | -311.9% | -57.3% |
| All | +23.6% | +406.9% | -383.3% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling