-32.8%
OWL vs P
+26.4%
-59.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -4.7% |
| 7D | -3.9% | +7.8% | -11.8% | -4.9% |
| 30D | -3.7% | +12.3% | -16.0% | -5.3% |
| 3M | +21.4% | +37.1% | -15.7% | +16.0% |
| 6M | +18.3% | +66.1% | -47.7% | +10.5% |
| YTD | -20.1% | +50.9% | -71.0% | -24.7% |
| 1Y | -32.8% | +27.2% | -60.0% | -40.4% |
| All | -32.8% | +26.4% | -59.2% | -40.4% |
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