-26.6%
OWL vs S
+36.5%
-63.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.7% |
| 7D | +10.1% | -8.2% | +18.3% | +12.1% |
| 30D | +18.7% | -7.6% | +26.4% | +20.5% |
| 3M | -6.2% | +12.0% | -18.1% | -9.7% |
| 6M | +9.8% | +50.6% | -40.8% | -2.8% |
| YTD | -24.2% | +56.6% | -80.8% | -34.8% |
| 1Y | -26.6% | +39.2% | -65.8% | -35.9% |
| All | -26.6% | +36.5% | -63.1% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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