+153.8%
B vs OWL
-3.7%
+157.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.1% | -0.8% |
| 7D | +2.3% | -3.9% | +6.3% | +2.9% |
| 30D | +1.4% | -3.7% | +5.0% | +1.8% |
| 3M | +12.2% | +21.4% | -9.2% | +8.9% |
| 6M | -2.1% | +18.3% | -20.5% | -5.0% |
| YTD | +2.9% | -20.1% | +23.0% | +5.0% |
| 1Y | +55.3% | -32.8% | +88.1% | +61.4% |
| 3Y | +198.7% | +8.6% | +190.1% | +183.6% |
| 5Y | +153.8% | -4.5% | +158.2% | +136.0% |
| All | +153.8% | -3.7% | +157.5% | +136.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling