-28.2%
OWL vs PR
+225.0%
-253.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.2% |
| 7D | -4.9% | -16.4% | +11.5% | -0.5% |
| 30D | +7.8% | -1.9% | +9.7% | +7.8% |
| 3M | -12.7% | +8.0% | -20.6% | -15.4% |
| 6M | -2.8% | +4.1% | -6.9% | -5.6% |
| YTD | -30.1% | +58.7% | -88.8% | -40.9% |
| 1Y | -29.1% | +75.8% | -104.9% | -42.0% |
| 3Y | -12.3% | +73.2% | -85.4% | -28.9% |
| All | -28.2% | +225.0% | -253.2% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling