+56.8%
ABNB vs OWL
-12.9%
+69.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.7% | +1.5% | -3.2% | -2.3% |
| 30D | +11.8% | +13.4% | -1.6% | +6.6% |
| 3M | +0.9% | -21.2% | +22.1% | +9.2% |
| 6M | +40.5% | +4.0% | +36.5% | +36.8% |
| YTD | +37.6% | -29.0% | +66.6% | +53.5% |
| 1Y | +54.1% | -28.4% | +82.5% | +70.8% |
| 3Y | +56.8% | -14.5% | +71.3% | +50.1% |
| All | +56.8% | -12.9% | +69.6% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling