+57.7%
REGN vs OWL
+24.2%
+33.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.6% |
| 7D | -5.6% | -10.1% | +4.5% | -4.7% |
| 30D | -2.0% | -11.9% | +10.0% | -0.9% |
| 3M | +28.0% | +10.7% | +17.2% | +26.5% |
| 6M | +1.2% | +22.1% | -21.0% | -1.2% |
| YTD | +1.6% | -24.8% | +26.4% | +3.3% |
| 1Y | +38.2% | -39.2% | +77.4% | +43.1% |
| 3Y | -5.4% | +1.7% | -7.1% | -8.1% |
| 5Y | +21.3% | -15.5% | +36.8% | +16.0% |
| All | +57.7% | +24.2% | +33.4% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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