+107.3%
B vs OWL
+22.8%
+84.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.7% | -6.8% | -6.2% |
| 7D | +7.1% | +1.1% | +6.0% | +6.9% |
| 30D | -3.3% | +10.0% | -13.4% | -4.7% |
| 3M | -2.5% | -8.7% | +6.1% | -1.7% |
| 6M | -7.2% | +3.1% | -10.4% | -8.0% |
| YTD | -7.4% | -25.6% | +18.3% | -5.0% |
| 1Y | +16.4% | -25.5% | +41.9% | +19.2% |
| 3Y | +178.7% | -9.4% | +188.1% | +173.8% |
| 5Y | +121.7% | -18.2% | +139.9% | +111.3% |
| All | +107.3% | +22.8% | +84.5% | +100.0% |
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