+39.1%
OWL vs TRU
-16.2%
+55.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -3.1% |
| 7D | -3.9% | -7.2% | +3.3% | -0.4% |
| 30D | -3.7% | -2.8% | -0.8% | -2.4% |
| 3M | +21.4% | +13.0% | +8.4% | +12.9% |
| 6M | +18.3% | +0.7% | +17.7% | +16.2% |
| YTD | -20.1% | -9.0% | -11.1% | -17.9% |
| 1Y | -32.8% | -16.3% | -16.5% | -28.5% |
| 3Y | +8.6% | -1.1% | +9.6% | +3.7% |
| 5Y | -4.5% | -36.0% | +31.6% | -0.8% |
| All | +39.1% | -16.2% | +55.3% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling