+30.9%
OWL vs TRU
-16.1%
+47.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +0.8% |
| 7D | -10.1% | -2.7% | -7.4% | -8.8% |
| 30D | -11.9% | -2.0% | -9.9% | -11.1% |
| 3M | +10.7% | +18.4% | -7.7% | +0.7% |
| 6M | +22.1% | +8.9% | +13.3% | +15.2% |
| YTD | -24.8% | -8.9% | -15.9% | -22.8% |
| 1Y | -39.2% | -15.9% | -23.3% | -35.4% |
| 3Y | +1.7% | -1.1% | +2.8% | -2.7% |
| 5Y | -15.5% | -35.2% | +19.7% | -12.4% |
| All | +30.9% | -16.1% | +47.0% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling