+39.1%
OWL vs PLUG
-91.7%
+130.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.1% | -8.7% | -5.0% |
| 7D | -3.9% | +8.1% | -12.1% | -4.9% |
| 30D | -3.7% | +3.7% | -7.3% | -4.1% |
| 3M | +21.4% | -29.2% | +50.5% | +25.9% |
| 6M | +18.3% | +6.1% | +12.2% | +15.6% |
| YTD | -20.1% | +14.7% | -34.8% | -23.4% |
| 1Y | -32.8% | +56.9% | -89.7% | -39.3% |
| 3Y | +8.6% | -71.6% | +80.2% | +8.9% |
| 5Y | -4.5% | -91.0% | +86.6% | +12.3% |
| All | +39.1% | -91.7% | +130.8% | +67.6% |
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