-29.1%
OWL vs PL
-3.5%
-25.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.4% | -11.1% | -1.4% |
| 7D | -4.9% | -6.8% | +1.9% | -4.6% |
| 30D | +7.8% | -29.3% | +37.1% | +10.3% |
| 3M | -12.7% | -44.8% | +32.1% | -9.2% |
| 6M | -2.8% | -68.4% | +65.6% | +3.6% |
| YTD | -30.1% | -36.4% | +6.3% | -28.5% |
| 1Y | -29.1% | +0.7% | -29.8% | -26.7% |
| All | -29.1% | -3.5% | -25.6% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling