+0.1%
OWL vs RF
+89.8%
-89.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -2.2% | +1.3% | -3.6% | -3.2% |
| 30D | +3.7% | -3.6% | +7.3% | +6.2% |
| 3M | +17.5% | +8.1% | +9.4% | +10.9% |
| 6M | +18.5% | +11.5% | +7.1% | +9.3% |
| YTD | -16.3% | +15.6% | -31.9% | -25.0% |
| 1Y | -29.7% | +15.7% | -45.4% | -37.1% |
| 3Y | +14.2% | +86.9% | -72.7% | -26.1% |
| All | +0.1% | +89.8% | -89.8% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling