-16.9%
OWL vs POET
-6.5%
-10.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.8% |
| 6M | +22.1% | +6.9% | +15.3% | +13.9% |
| YTD | -24.8% | +25.6% | -50.4% | -31.4% |
| 1Y | -39.2% | +49.2% | -88.4% | -46.0% |
| 3Y | +1.7% | +128.4% | -126.7% | -17.2% |
| All | -16.9% | -6.5% | -10.4% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling