+45.7%
OWL vs RF
+141.9%
-96.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -2.2% | +1.3% | -3.6% | -3.0% |
| 30D | +3.7% | -3.6% | +7.3% | +5.9% |
| 3M | +17.5% | +8.1% | +9.4% | +11.8% |
| 6M | +18.5% | +11.5% | +7.1% | +10.5% |
| YTD | -16.3% | +15.6% | -31.9% | -23.9% |
| 1Y | -29.7% | +15.7% | -45.4% | -36.1% |
| 3Y | +14.2% | +86.9% | -72.7% | -20.6% |
| 5Y | +2.5% | +89.8% | -87.3% | -24.9% |
| All | +45.7% | +141.9% | -96.2% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling