+43.7%
ABNB vs OWL
+17.3%
+26.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.7% | +1.5% | -3.2% | -2.4% |
| 30D | +11.8% | +13.4% | -1.6% | +5.9% |
| 3M | +0.9% | -21.2% | +22.1% | +10.2% |
| 6M | +40.5% | +4.0% | +36.5% | +35.9% |
| YTD | +37.6% | -29.0% | +66.6% | +53.7% |
| 1Y | +54.1% | -28.4% | +82.5% | +71.0% |
| 3Y | +56.8% | -14.5% | +71.3% | +53.4% |
| 5Y | -9.6% | -21.5% | +11.9% | -19.0% |
| All | +43.7% | +17.3% | +26.4% | +34.8% |
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