-11.6%
OWL vs PL
+403.1%
-414.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -10.1% | +3.0% | -5.8% |
| 7D | -5.0% | -20.5% | +15.5% | -2.2% |
| 30D | +9.0% | -38.8% | +47.8% | +16.0% |
| 3M | -12.7% | -49.1% | +36.4% | -5.0% |
| 6M | -4.0% | -69.4% | +65.4% | +9.8% |
| YTD | -29.6% | -42.3% | +12.8% | -28.3% |
| 1Y | -31.9% | -14.2% | -17.8% | -35.6% |
| All | -11.6% | +403.1% | -414.7% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling