+133.8%
B vs OWL
+38.2%
+95.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -1.6% | -2.2% | +0.7% | -1.3% |
| 30D | +9.4% | +3.7% | +5.7% | +8.8% |
| 3M | +5.0% | +17.5% | -12.5% | +2.6% |
| 6M | -3.5% | +18.5% | -22.1% | -6.1% |
| YTD | +4.5% | -16.3% | +20.8% | +5.6% |
| 1Y | +67.8% | -29.7% | +97.5% | +72.5% |
| 3Y | +196.7% | +14.2% | +182.5% | +183.5% |
| 5Y | +151.9% | +2.5% | +149.4% | +135.6% |
| All | +133.8% | +38.2% | +95.6% | +122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling