+107.3%
B vs OWL
+20.1%
+87.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.6% | -5.9% |
| 7D | +7.1% | -1.2% | +8.3% | +7.3% |
| 30D | -3.3% | +7.6% | -10.9% | -4.4% |
| 3M | -2.5% | -10.7% | +8.1% | -1.4% |
| 6M | -7.2% | +0.9% | -8.1% | -7.7% |
| YTD | -7.4% | -27.3% | +19.9% | -4.7% |
| 1Y | +16.4% | -27.2% | +43.6% | +19.6% |
| 3Y | +178.7% | -11.4% | +190.1% | +174.7% |
| 5Y | +121.7% | -20.0% | +141.7% | +112.0% |
| All | +107.3% | +20.1% | +87.3% | +100.7% |
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