+29.2%
OWL vs PLUG
-95.0%
+124.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -2.1% | -6.8% | +4.7% | -1.4% |
| 30D | +11.6% | -16.0% | +27.6% | +13.7% |
| 3M | -13.8% | -38.7% | +24.9% | -9.0% |
| 6M | +7.8% | -61.4% | +69.2% | +19.4% |
| YTD | -25.8% | -31.0% | +5.2% | -24.6% |
| 1Y | -26.5% | -46.2% | +19.8% | -23.4% |
| 3Y | -9.6% | -61.5% | +51.9% | -15.1% |
| 5Y | -20.8% | -96.9% | +76.0% | +0.9% |
| All | +29.2% | -95.0% | +124.2% | +64.8% |
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