+45.7%
OWL vs TAP
+0.5%
+45.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -2.2% | -2.3% | +0.1% | -1.8% |
| 30D | +3.7% | -2.1% | +5.8% | +4.1% |
| 3M | +17.5% | +6.6% | +10.9% | +15.5% |
| 6M | +18.5% | -11.5% | +30.0% | +21.3% |
| YTD | -16.3% | -10.3% | -6.1% | -15.0% |
| 1Y | -29.7% | -14.4% | -15.3% | -27.9% |
| 3Y | +14.2% | -28.3% | +42.4% | +20.8% |
| 5Y | +2.5% | +1.7% | +0.8% | -1.0% |
| All | +45.7% | +0.5% | +45.2% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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