-39.2%
OWL vs YUM
-2.1%
-37.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.4% |
| 7D | -10.1% | -6.1% | -4.1% | -9.6% |
| 30D | -11.9% | -5.8% | -6.1% | -11.4% |
| 3M | +10.7% | -7.6% | +18.4% | +11.5% |
| 6M | +22.1% | -9.1% | +31.3% | +23.1% |
| YTD | -24.8% | -5.5% | -19.3% | -24.8% |
| 1Y | -39.2% | -3.7% | -35.5% | -39.6% |
| All | -39.2% | -2.1% | -37.1% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling