+29.2%
OWL vs TAP
-1.5%
+30.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -2.1% | -8.0% | +5.8% | -0.3% |
| 30D | +11.6% | +4.1% | +7.5% | +10.7% |
| 3M | -13.8% | -4.4% | -9.4% | -13.0% |
| 6M | +7.8% | -1.9% | +9.8% | +8.0% |
| YTD | -25.8% | -12.1% | -13.7% | -24.3% |
| 1Y | -26.5% | -12.0% | -14.4% | -25.1% |
| 3Y | -9.6% | -25.0% | +15.4% | -5.5% |
| 5Y | -20.8% | -1.1% | -19.7% | -23.1% |
| All | +29.2% | -1.5% | +30.7% | +24.0% |
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