-27.2%
OWL vs P
+9.7%
-36.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -1.2% | -13.3% | +12.2% | +0.1% |
| 30D | +7.6% | -34.0% | +41.6% | +11.8% |
| 3M | -10.7% | +4.1% | -14.8% | -12.1% |
| 6M | +0.9% | +30.5% | -29.6% | -3.8% |
| YTD | -27.3% | +52.2% | -79.5% | -31.5% |
| 1Y | -27.2% | +10.3% | -37.4% | -33.1% |
| All | -27.2% | +9.7% | -36.9% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling