+0.1%
OWL vs S
-71.4%
+71.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -2.2% | -7.7% | +5.5% | -0.2% |
| 30D | +3.7% | -5.3% | +9.0% | +4.9% |
| 3M | +17.5% | +20.3% | -2.7% | +11.5% |
| 6M | +18.5% | +47.4% | -28.8% | +5.6% |
| YTD | -16.3% | +32.5% | -48.9% | -23.5% |
| 1Y | -29.7% | +9.5% | -39.3% | -32.9% |
| 3Y | +14.2% | +15.5% | -1.4% | +3.5% |
| All | +0.1% | -71.4% | +71.4% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling