+45.7%
OWL vs PR
+1,318.3%
-1,272.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -2.2% | +2.9% | -5.2% | -2.8% |
| 30D | +3.7% | +18.0% | -14.4% | 0.0% |
| 3M | +17.5% | +16.9% | +0.7% | +13.2% |
| 6M | +18.5% | +28.2% | -9.7% | +11.3% |
| YTD | -16.3% | +69.3% | -85.7% | -26.2% |
| 1Y | -29.7% | +69.5% | -99.2% | -38.2% |
| 3Y | +14.2% | +81.7% | -67.5% | -2.0% |
| 5Y | +2.5% | +422.2% | -419.8% | -24.9% |
| All | +45.7% | +1,318.3% | -1,272.7% | -3.4% |
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 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