+96.4%
B vs OWL
+17.3%
+79.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.3% | +1.5% | -8.9% | -7.5% |
| 30D | -3.3% | +13.4% | -16.8% | -5.1% |
| 3M | -7.8% | -21.2% | +13.5% | -5.1% |
| 6M | -15.5% | +4.0% | -19.6% | -16.2% |
| YTD | -12.3% | -29.0% | +16.7% | -9.5% |
| 1Y | +5.4% | -28.4% | +33.8% | +8.4% |
| 3Y | +165.5% | -14.5% | +180.1% | +162.9% |
| 5Y | +107.0% | -21.5% | +128.5% | +98.6% |
| All | +96.4% | +17.3% | +79.1% | +90.6% |
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