+29.4%
OWL vs P
+369.5%
-340.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +1.1% | -13.3% | +14.4% | +4.5% |
| 30D | +10.0% | -34.0% | +44.0% | +20.9% |
| 3M | -8.7% | +4.1% | -12.7% | -12.0% |
| 6M | +3.1% | +30.5% | -27.3% | -8.5% |
| YTD | -25.6% | +52.2% | -77.8% | -37.5% |
| 1Y | -25.5% | +10.3% | -35.8% | -33.2% |
| 3Y | -9.4% | +180.9% | -190.3% | -44.0% |
| 5Y | -18.2% | +259.7% | -277.9% | -54.5% |
| All | +29.4% | +369.5% | -340.1% | -33.5% |
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