+5.4%
B vs OWL
-29.0%
+34.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.3% | +1.5% | -8.9% | -7.6% |
| 30D | -3.3% | +13.4% | -16.8% | -5.8% |
| 3M | -7.8% | -21.2% | +13.5% | -3.9% |
| 6M | -15.5% | +4.0% | -19.6% | -16.7% |
| YTD | -12.3% | -29.0% | +16.7% | -10.5% |
| 1Y | +5.4% | -28.4% | +33.8% | +7.0% |
| All | +5.4% | -29.0% | +34.4% | +7.0% |
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 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