-10.5%
OWL vs PL
+557.6%
-568.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +1.1% | +5.6% | -4.5% | +0.2% |
| 30D | +10.0% | -16.9% | +27.0% | +12.3% |
| 3M | -8.7% | -38.2% | +29.6% | -3.3% |
| 6M | +3.1% | -63.4% | +66.6% | +15.4% |
| YTD | -25.6% | -27.6% | +2.0% | -26.7% |
| 1Y | -25.5% | +6.6% | -32.1% | -31.6% |
| All | -10.5% | +557.6% | -568.1% | -46.2% |
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