+22.6%
OWL vs PR
+1,204.2%
-1,181.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.9% | -2.3% | -6.2% |
| 7D | -5.0% | -16.5% | +11.5% | -1.7% |
| 30D | +9.0% | -4.5% | +13.6% | +9.7% |
| 3M | -12.7% | +8.5% | -21.3% | -14.8% |
| 6M | -4.0% | -3.3% | -0.7% | -4.5% |
| YTD | -29.6% | +55.7% | -85.3% | -37.2% |
| 1Y | -31.9% | +82.0% | -114.0% | -41.4% |
| 3Y | -13.1% | +62.5% | -75.6% | -24.0% |
| 5Y | -27.0% | +223.9% | -250.9% | -44.2% |
| All | +22.6% | +1,204.2% | -1,181.6% | -17.7% |
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