+30.9%
OWL vs YUM
+46.8%
-15.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.2% |
| 7D | -10.1% | -6.1% | -4.1% | -7.6% |
| 30D | -11.9% | -5.8% | -6.1% | -9.7% |
| 3M | +10.7% | -7.6% | +18.4% | +14.1% |
| 6M | +22.1% | -9.1% | +31.3% | +26.4% |
| YTD | -24.8% | -5.5% | -19.3% | -24.0% |
| 1Y | -39.2% | -3.7% | -35.5% | -39.4% |
| 3Y | +1.7% | +17.8% | -16.0% | -12.5% |
| 5Y | -15.5% | +19.3% | -34.8% | -31.1% |
| All | +30.9% | +46.8% | -15.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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