+193.0%
ADI vs OWL
+24.2%
+168.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.6% | +4.5% |
| 7D | +4.6% | -10.1% | +14.7% | +8.0% |
| 30D | -1.2% | -11.9% | +10.8% | +2.5% |
| 3M | -7.8% | +10.7% | -18.5% | -11.5% |
| 6M | +19.3% | +22.1% | -2.8% | +9.3% |
| YTD | +40.9% | -24.8% | +65.7% | +51.4% |
| 1Y | +54.5% | -39.2% | +93.7% | +77.6% |
| 3Y | +123.4% | +1.7% | +121.7% | +113.7% |
| 5Y | +142.3% | -15.5% | +157.8% | +127.2% |
| All | +193.0% | +24.2% | +168.8% | +159.8% |
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