+28.5%
OWL vs TPR
+423.2%
-394.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.5% | +3.1% | +4.7% |
| 7D | -2.4% | +12.7% | -15.0% | -6.8% |
| 30D | +9.3% | +17.1% | -7.8% | +2.8% |
| 3M | -11.0% | -15.9% | +4.9% | -6.6% |
| 6M | +2.4% | +2.6% | -0.2% | -1.1% |
| YTD | -26.2% | +7.5% | -33.6% | -30.9% |
| 1Y | -27.4% | +32.9% | -60.4% | -38.0% |
| 3Y | -8.7% | +413.8% | -422.5% | -56.6% |
| 5Y | -19.3% | +263.9% | -283.2% | -58.7% |
| All | +28.5% | +423.2% | -394.6% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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