+32.8%
OWL vs PL
+46.3%
-13.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.1% | +13.4% | -15.5% | -4.2% |
| 30D | +11.6% | -10.2% | +21.7% | +13.0% |
| 3M | -13.8% | -39.5% | +25.7% | -7.3% |
| 6M | +7.8% | -65.7% | +73.6% | +24.8% |
| YTD | -25.8% | -27.3% | +1.5% | -27.0% |
| 1Y | -26.5% | +15.0% | -41.5% | -34.4% |
| 3Y | -9.6% | +560.8% | -570.4% | -50.2% |
| 5Y | -20.8% | +38.4% | -59.2% | -47.5% |
| All | +32.8% | +46.3% | -13.5% | -16.3% |
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