+34.6%
OWL vs REPL
-67.1%
+101.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -3.1% |
| 7D | -6.4% | -9.6% | +3.2% | -6.1% |
| 30D | -5.0% | +5.7% | -10.7% | -5.2% |
| 3M | +15.4% | +56.4% | -41.0% | +11.9% |
| 6M | +15.5% | +67.4% | -52.0% | +7.9% |
| YTD | -22.7% | +48.7% | -71.3% | -27.6% |
| 1Y | -34.1% | +148.3% | -182.3% | -41.0% |
| 3Y | +5.1% | -26.7% | +31.8% | -6.1% |
| 5Y | -11.5% | -54.1% | +42.7% | -24.8% |
| All | +34.6% | -67.1% | +101.7% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling