+45.7%
OWL vs P
+358.1%
-312.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.1% |
| 7D | -2.2% | +6.5% | -8.8% | -3.9% |
| 30D | +3.7% | +18.8% | -15.1% | -1.8% |
| 3M | +17.5% | +26.7% | -9.2% | +8.6% |
| 6M | +18.5% | +62.2% | -43.6% | +0.6% |
| YTD | -16.3% | +48.5% | -64.8% | -27.7% |
| 1Y | -29.7% | +26.4% | -56.1% | -38.6% |
| 3Y | +14.2% | +159.4% | -145.3% | -26.3% |
| 5Y | +2.5% | +275.8% | -273.3% | -42.1% |
| All | +45.7% | +358.1% | -312.5% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling