-14.5%
OWL vs P
+197.6%
-212.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | +1.5% | +11.6% | -10.1% | -0.9% |
| 30D | +13.4% | -23.7% | +37.1% | +19.0% |
| 3M | -21.2% | -8.0% | -13.3% | -21.5% |
| 6M | +4.0% | +27.9% | -23.9% | -5.4% |
| YTD | -29.0% | +61.2% | -90.2% | -39.9% |
| 1Y | -28.4% | +28.6% | -57.0% | -37.6% |
| 3Y | -14.5% | +200.5% | -215.0% | -43.5% |
| All | -14.5% | +197.6% | -212.1% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling