+39.1%
OWL vs P
+365.7%
-326.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -4.9% |
| 7D | -3.9% | +7.8% | -11.8% | -5.9% |
| 30D | -3.7% | +12.3% | -16.0% | -7.3% |
| 3M | +21.4% | +37.1% | -15.7% | +9.8% |
| 6M | +18.3% | +66.1% | -47.7% | -0.3% |
| YTD | -20.1% | +50.9% | -71.0% | -31.3% |
| 1Y | -32.8% | +27.2% | -60.0% | -41.4% |
| 3Y | +8.6% | +158.7% | -150.1% | -29.7% |
| 5Y | -4.5% | +291.1% | -295.6% | -46.5% |
| All | +39.1% | +365.7% | -326.6% | -26.9% |
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