+56.1%
B vs OWL
-34.7%
+90.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.6% |
| 7D | +1.0% | -6.4% | +7.4% | +2.1% |
| 30D | +9.5% | -5.0% | +14.5% | +10.2% |
| 3M | +14.3% | +15.4% | -1.1% | +11.5% |
| 6M | -1.9% | +15.5% | -17.4% | -4.4% |
| YTD | +4.1% | -22.7% | +26.8% | +4.1% |
| 1Y | +56.1% | -34.1% | +90.2% | +55.9% |
| All | +56.1% | -34.7% | +90.8% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling