+15.6%
OWL vs P
+155.2%
-139.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.1% |
| 7D | -2.2% | +6.5% | -8.8% | -3.7% |
| 30D | +3.7% | +18.8% | -15.1% | -1.2% |
| 3M | +17.5% | +26.7% | -9.2% | +9.6% |
| 6M | +18.5% | +62.2% | -43.6% | +2.4% |
| YTD | -16.3% | +48.5% | -64.8% | -26.5% |
| 1Y | -29.7% | +26.4% | -56.1% | -37.9% |
| All | +15.6% | +155.2% | -139.5% | -21.9% |
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 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