-14.5%
OWL vs PR
+95.8%
-110.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | +1.5% | +6.0% | -4.4% | -0.4% |
| 30D | +13.4% | -4.2% | +17.6% | +14.3% |
| 3M | -21.2% | +10.0% | -31.2% | -24.8% |
| 6M | +4.0% | +15.6% | -11.6% | -3.8% |
| YTD | -29.0% | +68.2% | -97.2% | -46.0% |
| 1Y | -28.4% | +79.2% | -107.6% | -47.4% |
| 3Y | -14.5% | +94.9% | -109.4% | -41.8% |
| All | -14.5% | +95.8% | -110.3% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling