-14.5%
OWL vs PLUG
-63.0%
+48.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.8% | +4.5% | -3.7% |
| 7D | +0.8% | -8.1% | +9.0% | +1.4% |
| 30D | +7.3% | -20.5% | +27.8% | +8.9% |
| 3M | -16.8% | -45.9% | +29.0% | -13.5% |
| 6M | +4.0% | -65.2% | +69.2% | +10.6% |
| YTD | -29.0% | -37.1% | +8.1% | -27.6% |
| 1Y | -29.7% | -54.6% | +24.9% | -27.2% |
| All | -14.5% | -63.0% | +48.5% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling