+30.9%
OWL vs POET
+76.7%
-45.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | +0.9% |
| 7D | -10.1% | +0.4% | -10.5% | -10.2% |
| 30D | -11.9% | -10.4% | -1.6% | -11.3% |
| 3M | +10.7% | -29.3% | +40.1% | +12.7% |
| 6M | +22.1% | +6.9% | +15.3% | +14.5% |
| YTD | -24.8% | +25.6% | -50.4% | -30.9% |
| 1Y | -39.2% | +49.2% | -88.4% | -45.5% |
| 3Y | +1.7% | +128.4% | -126.7% | -16.6% |
| 5Y | -15.5% | -4.2% | -11.3% | -29.3% |
| All | +30.9% | +76.7% | -45.8% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 10y: compounded portfolio wealth divided by compounded POET 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…
10y analysis · Full analysis span regression · 6 months rolling