+21.7%
OWL vs RF
+125.1%
-103.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | -4.9% | -0.9% | -4.0% | -4.3% |
| 30D | +7.8% | +6.0% | +1.8% | +4.3% |
| 3M | -12.7% | -8.9% | -3.8% | -7.6% |
| 6M | -2.8% | +2.3% | -5.1% | -4.3% |
| YTD | -30.1% | +7.6% | -37.6% | -33.4% |
| 1Y | -29.1% | +21.2% | -50.2% | -37.2% |
| 3Y | -12.3% | +108.5% | -120.8% | -41.6% |
| 5Y | -27.5% | +43.2% | -70.8% | -43.4% |
| All | +21.7% | +125.1% | -103.4% | -9.1% |
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 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