+21.7%
OWL vs PR
+1,229.2%
-1,207.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | -4.9% | -16.4% | +11.5% | -1.7% |
| 30D | +7.8% | -1.9% | +9.7% | +7.9% |
| 3M | -12.7% | +8.0% | -20.6% | -14.6% |
| 6M | -2.8% | +4.1% | -6.9% | -4.8% |
| YTD | -30.1% | +58.7% | -88.8% | -37.9% |
| 1Y | -29.1% | +75.8% | -104.9% | -38.4% |
| 3Y | -12.3% | +73.2% | -85.4% | -24.1% |
| 5Y | -27.5% | +230.1% | -257.7% | -44.8% |
| All | +21.7% | +1,229.2% | -1,207.5% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling