+1.7%
OWL vs TKO
+102.7%
-100.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | -10.1% | +2.3% | -12.4% | -10.8% |
| 30D | -11.9% | -2.5% | -9.5% | -11.3% |
| 3M | +10.7% | -10.6% | +21.3% | +14.0% |
| 6M | +22.1% | -5.1% | +27.2% | +23.1% |
| YTD | -24.8% | -8.2% | -16.6% | -23.6% |
| 1Y | -39.2% | -4.4% | -34.8% | -39.3% |
| 3Y | +1.7% | +100.4% | -98.6% | -14.2% |
| All | +1.7% | +102.7% | -100.9% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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