+6.6%
OWL vs S
-57.7%
+64.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -6.4% | -1.2% | -5.2% | -6.1% |
| 30D | -5.0% | -12.6% | +7.6% | -1.9% |
| 3M | +15.4% | +27.6% | -12.1% | +8.0% |
| 6M | +15.5% | +35.5% | -20.0% | +5.5% |
| YTD | -22.7% | +29.6% | -52.3% | -28.7% |
| 1Y | -34.1% | +8.1% | -42.2% | -36.7% |
| 3Y | +5.1% | +14.8% | -9.7% | -4.1% |
| 5Y | -11.5% | -70.6% | +59.1% | -7.4% |
| All | +6.6% | -57.7% | +64.4% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling