+32.2%
OWL vs PL
+46.6%
-14.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +14.5% | -8.9% | +3.3% |
| 7D | -2.4% | +10.9% | -13.2% | -4.2% |
| 30D | +9.3% | -16.4% | +25.6% | +11.9% |
| 3M | -11.0% | -39.9% | +29.0% | -4.2% |
| 6M | +2.4% | -63.2% | +65.6% | +17.1% |
| YTD | -26.2% | -27.1% | +1.0% | -27.3% |
| 1Y | -27.4% | +12.2% | -39.6% | -35.0% |
| 3Y | -8.7% | +584.3% | -593.0% | -50.1% |
| 5Y | -19.3% | +37.0% | -56.3% | -46.3% |
| All | +32.2% | +46.6% | -14.5% | -16.8% |
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