+138.0%
B vs OWL
-27.6%
+165.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | +9.6% | -4.9% | +14.5% | +10.4% |
| 30D | +3.5% | +7.8% | -4.3% | +2.2% |
| 3M | -1.6% | -12.7% | +11.1% | +0.1% |
| 6M | -1.7% | -2.8% | +1.1% | -1.8% |
| YTD | -5.3% | -30.1% | +24.8% | -1.6% |
| 1Y | +27.2% | -29.1% | +56.3% | +31.7% |
| 3Y | +166.1% | -12.3% | +178.4% | +159.9% |
| All | +138.0% | -27.6% | +165.6% | +129.5% |
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