+30.1%
OWL vs PL
+45.6%
-15.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -1.2% | +5.6% | -6.8% | -2.2% |
| 30D | +7.6% | -16.9% | +24.5% | +10.3% |
| 3M | -10.7% | -38.2% | +27.5% | -4.3% |
| 6M | +0.9% | -63.4% | +64.3% | +15.4% |
| YTD | -27.3% | -27.6% | +0.3% | -28.4% |
| 1Y | -27.2% | +6.6% | -33.7% | -34.1% |
| 3Y | -11.4% | +557.6% | -569.0% | -51.2% |
| 5Y | -20.0% | +39.5% | -59.5% | -47.3% |
| All | +30.1% | +45.6% | -15.5% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling