+0.1%
OWL vs PLUG
-91.8%
+91.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.1% |
| 7D | -2.2% | -0.9% | -1.3% | -2.1% |
| 30D | +3.7% | +3.3% | +0.3% | +3.2% |
| 3M | +17.5% | -39.7% | +57.2% | +25.0% |
| 6M | +18.5% | -12.5% | +31.0% | +18.4% |
| YTD | -16.3% | +10.2% | -26.5% | -19.8% |
| 1Y | -29.7% | +50.7% | -80.4% | -37.2% |
| 3Y | +14.2% | -74.5% | +88.7% | +20.2% |
| All | +0.1% | -91.8% | +91.9% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling