+45.7%
OWL vs TPR
+369.6%
-324.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.2% | -2.3% | +0.1% | -1.4% |
| 30D | +3.7% | -23.0% | +26.7% | +12.8% |
| 3M | +17.5% | -12.5% | +30.0% | +21.2% |
| 6M | +18.5% | -21.4% | +40.0% | +26.4% |
| YTD | -16.3% | -3.5% | -12.8% | -18.2% |
| 1Y | -29.7% | +17.4% | -47.1% | -37.0% |
| 3Y | +14.2% | +291.3% | -277.1% | -39.4% |
| 5Y | +2.5% | +241.9% | -239.4% | -45.4% |
| All | +45.7% | +369.6% | -324.0% | -17.7% |
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