-16.9%
OWL vs TRI
-10.0%
-6.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.5% |
| 7D | -10.1% | -7.9% | -2.2% | -6.6% |
| 30D | -11.9% | -4.5% | -7.4% | -10.2% |
| 3M | +10.7% | +22.1% | -11.4% | -2.2% |
| 6M | +22.1% | -2.8% | +24.9% | +20.8% |
| YTD | -24.8% | -23.4% | -1.4% | -15.2% |
| 1Y | -39.2% | -41.5% | +2.3% | -19.5% |
| 3Y | +1.7% | -19.2% | +21.0% | -2.1% |
| All | -16.9% | -10.0% | -6.9% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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