-21.6%
OWL vs TRGP
+504.4%
-525.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | +1.5% | +12.4% | -10.8% | -3.8% |
| 30D | +13.4% | +2.6% | +10.8% | +11.3% |
| 3M | -21.2% | +11.9% | -33.1% | -26.4% |
| 6M | +4.0% | +13.9% | -9.9% | -5.1% |
| YTD | -29.0% | +64.2% | -93.2% | -47.8% |
| 1Y | -28.4% | +78.5% | -106.9% | -49.9% |
| 3Y | -14.5% | +272.9% | -287.4% | -58.7% |
| All | -21.6% | +504.4% | -525.9% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 5y: compounded portfolio wealth divided by compounded TRGP 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…
5y analysis · Full analysis span regression · 6 months rolling