+34.6%
OWL vs TKO
+363.7%
-329.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.6% |
| 7D | -6.4% | +0.7% | -7.1% | -6.6% |
| 30D | -5.0% | +0.9% | -5.9% | -5.3% |
| 3M | +15.4% | -6.2% | +21.6% | +16.9% |
| 6M | +15.5% | -5.6% | +21.1% | +16.5% |
| YTD | -22.7% | -7.8% | -14.8% | -21.7% |
| 1Y | -34.1% | -1.2% | -32.8% | -34.8% |
| 3Y | +5.1% | +106.5% | -101.4% | -14.8% |
| 5Y | -11.5% | +310.4% | -321.8% | -41.6% |
| All | +34.6% | +363.7% | -329.0% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling