+132.9%
B vs OWL
+27.7%
+105.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.5% |
| 7D | +1.0% | -6.4% | +7.4% | +1.9% |
| 30D | +9.5% | -5.0% | +14.5% | +10.1% |
| 3M | +14.3% | +15.4% | -1.1% | +12.1% |
| 6M | -1.9% | +15.5% | -17.4% | -4.1% |
| YTD | +4.1% | -22.7% | +26.8% | +6.3% |
| 1Y | +56.1% | -34.1% | +90.2% | +61.9% |
| 3Y | +202.0% | +5.1% | +196.9% | +191.7% |
| 5Y | +158.8% | -11.5% | +170.3% | +145.2% |
| All | +132.9% | +27.7% | +105.2% | +123.9% |
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