-8.7%
OWL vs S
+49.1%
-57.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.0% | -2.4% | +3.3% |
| 7D | -2.4% | +1.6% | -3.9% | -2.7% |
| 30D | +9.3% | -10.5% | +19.7% | +12.2% |
| 3M | -11.0% | +9.9% | -20.9% | -14.6% |
| 6M | +2.4% | +41.8% | -39.3% | -9.6% |
| YTD | -26.2% | +56.8% | -83.0% | -37.4% |
| 1Y | -27.4% | +39.0% | -66.5% | -36.6% |
| 3Y | -8.7% | +53.8% | -62.5% | -16.3% |
| All | -8.7% | +49.1% | -57.8% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling