+45.7%
OWL vs PODD
-38.7%
+84.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.2% |
| 7D | -2.2% | +1.6% | -3.9% | -2.7% |
| 30D | +3.7% | +10.7% | -7.0% | +0.9% |
| 3M | +17.5% | +0.7% | +16.8% | +15.5% |
| 6M | +18.5% | -39.3% | +57.8% | +33.8% |
| YTD | -16.3% | -48.1% | +31.8% | -1.2% |
| 1Y | -29.7% | -57.4% | +27.7% | -12.8% |
| 3Y | +14.2% | -23.3% | +37.4% | +15.9% |
| 5Y | +2.5% | -51.3% | +53.7% | +13.2% |
| All | +45.7% | -38.7% | +84.3% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling