-12.3%
OWL vs RF
+104.8%
-117.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.4% |
| 7D | -4.9% | -0.9% | -4.0% | -4.1% |
| 30D | +7.8% | +6.0% | +1.8% | +3.5% |
| 3M | -12.7% | -8.9% | -3.8% | -6.5% |
| 6M | -2.8% | +2.3% | -5.1% | -4.9% |
| YTD | -30.1% | +7.6% | -37.6% | -34.5% |
| 1Y | -29.1% | +21.2% | -50.2% | -39.5% |
| 3Y | -12.3% | +108.5% | -120.8% | -40.2% |
| All | -12.3% | +104.8% | -117.1% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling