+29.3%
OWL vs PODD
-44.0%
+73.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.6% | -3.3% |
| 7D | -11.9% | -10.6% | -1.3% | -9.2% |
| 30D | -13.7% | -6.9% | -6.8% | -12.0% |
| 3M | +12.3% | -10.6% | +22.9% | +14.2% |
| 6M | +15.0% | -43.5% | +58.5% | +32.4% |
| YTD | -25.7% | -52.6% | +26.9% | -10.1% |
| 1Y | -39.5% | -60.1% | +20.6% | -23.5% |
| 3Y | +0.9% | -21.7% | +22.6% | +1.4% |
| 5Y | -16.5% | -54.6% | +38.0% | -5.8% |
| All | +29.3% | -44.0% | +73.3% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PODD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling