-16.5%
OWL vs TRU
-36.7%
+20.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.8% | -3.9% |
| 7D | -11.9% | -9.4% | -2.5% | -7.4% |
| 30D | -13.7% | -4.1% | -9.6% | -11.9% |
| 3M | +12.3% | +13.6% | -1.3% | +3.8% |
| 6M | +15.0% | +3.6% | +11.4% | +11.1% |
| YTD | -25.7% | -9.8% | -15.9% | -23.3% |
| 1Y | -39.5% | -13.6% | -25.8% | -36.5% |
| 3Y | +0.9% | -2.0% | +2.9% | -3.2% |
| 5Y | -16.5% | -35.8% | +19.3% | -6.5% |
| All | -16.5% | -36.7% | +20.1% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling