-11.5%
OWL vs PODD
-54.3%
+42.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.3% |
| 7D | -6.4% | -6.9% | +0.5% | -4.4% |
| 30D | -5.0% | -3.5% | -1.5% | -4.0% |
| 3M | +15.4% | -13.6% | +29.0% | +18.7% |
| 6M | +15.5% | -42.6% | +58.1% | +33.5% |
| YTD | -22.7% | -51.5% | +28.8% | -5.9% |
| 1Y | -34.1% | -60.9% | +26.9% | -14.9% |
| 3Y | +5.1% | -19.8% | +24.9% | +4.3% |
| 5Y | -11.5% | -54.4% | +42.9% | +0.5% |
| All | -11.5% | -54.3% | +42.8% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling