+29.4%
OWL vs PR
+1,227.4%
-1,198.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | +1.1% | -9.5% | +10.6% | +3.0% |
| 30D | +10.0% | -5.7% | +15.7% | +10.9% |
| 3M | -8.7% | +3.0% | -11.6% | -9.8% |
| 6M | +3.1% | +11.8% | -8.7% | -0.5% |
| YTD | -25.6% | +58.5% | -84.1% | -33.9% |
| 1Y | -25.5% | +69.9% | -95.4% | -34.8% |
| 3Y | -9.4% | +84.9% | -94.3% | -22.4% |
| 5Y | -18.2% | +246.4% | -264.6% | -37.8% |
| All | +29.4% | +1,227.4% | -1,198.0% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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