+39.1%
OWL vs TENB
-10.0%
+49.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.0% |
| 7D | -3.9% | -5.0% | +1.1% | -2.2% |
| 30D | -3.7% | -7.4% | +3.7% | -1.3% |
| 3M | +21.4% | +22.3% | -0.9% | +11.5% |
| 6M | +18.3% | +60.2% | -41.8% | -3.0% |
| YTD | -20.1% | +43.2% | -63.3% | -32.0% |
| 1Y | -32.8% | +8.2% | -40.9% | -36.8% |
| 3Y | +8.6% | -23.8% | +32.3% | +12.7% |
| 5Y | -4.5% | -26.9% | +22.4% | -2.8% |
| All | +39.1% | -10.0% | +49.1% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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