+21.7%
OWL vs TPR
+410.6%
-388.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -4.9% | +14.2% | -19.1% | -9.8% |
| 30D | +7.8% | +17.1% | -9.3% | +1.4% |
| 3M | -12.7% | -17.7% | +5.0% | -7.6% |
| 6M | -2.8% | -10.2% | +7.4% | -1.5% |
| YTD | -30.1% | +4.9% | -35.0% | -34.0% |
| 1Y | -29.1% | +36.1% | -65.2% | -40.1% |
| 3Y | -12.3% | +416.5% | -428.7% | -58.5% |
| 5Y | -27.5% | +254.8% | -282.3% | -62.6% |
| All | +21.7% | +410.6% | -388.9% | -33.6% |
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