+21.7%
OWL vs PLUG
-94.7%
+116.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.4% | -8.1% | -1.6% |
| 7D | -4.9% | +5.8% | -10.8% | -5.7% |
| 30D | +7.8% | -18.5% | +26.3% | +10.3% |
| 3M | -12.7% | -30.0% | +17.3% | -9.2% |
| 6M | -2.8% | -56.2% | +53.4% | +5.9% |
| YTD | -30.1% | -26.4% | -3.7% | -29.5% |
| 1Y | -29.1% | -42.2% | +13.1% | -26.7% |
| 3Y | -12.3% | -76.8% | +64.6% | -11.2% |
| 5Y | -27.5% | -96.2% | +68.7% | -8.8% |
| All | +21.7% | -94.7% | +116.4% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling