+29.0%
ABNB vs OWL
+22.7%
+6.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | +0.4% |
| 7D | -9.5% | -11.9% | +2.4% | -4.8% |
| 30D | -9.4% | -13.7% | +4.3% | -4.0% |
| 3M | +29.9% | +12.3% | +17.6% | +22.9% |
| 6M | +26.6% | +15.0% | +11.6% | +17.1% |
| YTD | +23.5% | -25.7% | +49.3% | +36.2% |
| 1Y | +35.8% | -39.5% | +75.3% | +62.0% |
| 3Y | +15.0% | +0.9% | +14.1% | +5.1% |
| 5Y | +1.5% | -16.5% | +18.0% | -10.1% |
| All | +29.0% | +22.7% | +6.3% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling