-8.7%
OWL vs REPL
+91.4%
-100.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.0% | +2.6% | +5.5% |
| 7D | -2.4% | +14.2% | -16.6% | -2.6% |
| 30D | +9.3% | +65.9% | -56.6% | +8.1% |
| 3M | -11.0% | +84.6% | -95.5% | -12.1% |
| 6M | +2.4% | +446.9% | -444.5% | -2.2% |
| YTD | -26.2% | +129.0% | -155.2% | -29.4% |
| 1Y | -27.4% | +167.9% | -195.3% | -30.8% |
| 3Y | -8.7% | +93.9% | -102.6% | -15.1% |
| All | -8.7% | +91.4% | -100.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling