+28.5%
OWL vs PLUG
-94.5%
+123.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.4% | +2.2% | +5.2% |
| 7D | -2.4% | +14.5% | -16.9% | -4.0% |
| 30D | +9.3% | -10.7% | +20.0% | +10.6% |
| 3M | -11.0% | -31.2% | +20.2% | -7.2% |
| 6M | +2.4% | -51.9% | +54.4% | +10.4% |
| YTD | -26.2% | -23.9% | -2.3% | -25.8% |
| 1Y | -27.4% | -43.4% | +16.0% | -24.8% |
| 3Y | -8.7% | -74.7% | +66.0% | -8.9% |
| 5Y | -19.3% | -96.3% | +77.0% | +1.4% |
| All | +28.5% | -94.5% | +123.0% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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