-32.8%
OWL vs RF
+15.4%
-48.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.4% | -3.7% |
| 7D | -3.9% | +2.7% | -6.6% | -5.6% |
| 30D | -3.7% | -3.4% | -0.3% | -1.5% |
| 3M | +21.4% | +6.4% | +15.0% | +15.6% |
| 6M | +18.3% | +13.4% | +4.9% | +7.3% |
| YTD | -20.1% | +14.2% | -34.3% | -29.1% |
| 1Y | -32.8% | +15.7% | -48.5% | -42.0% |
| All | -32.8% | +15.4% | -48.2% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling