-28.2%
OWL vs P
+247.4%
-275.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.3% | -1.6% |
| 7D | -4.9% | -23.8% | +18.9% | +1.4% |
| 30D | +7.8% | -36.6% | +44.4% | +20.1% |
| 3M | -12.7% | +10.9% | -23.5% | -17.8% |
| 6M | -2.8% | +30.0% | -32.8% | -14.5% |
| YTD | -30.1% | +44.4% | -74.5% | -41.1% |
| 1Y | -29.1% | +3.9% | -33.0% | -35.9% |
| 3Y | -12.3% | +176.6% | -188.9% | -48.9% |
| All | -28.2% | +247.4% | -275.6% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling