+157.7%
C vs OWL
+17.3%
+140.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +1.2% |
| 7D | +4.7% | +0.8% | +3.9% | +4.4% |
| 30D | +0.2% | +7.3% | -7.2% | -2.3% |
| 3M | -9.3% | -16.8% | +7.5% | -4.6% |
| 6M | -0.8% | +4.0% | -4.9% | -3.4% |
| YTD | +8.5% | -29.0% | +37.5% | +18.2% |
| 1Y | +23.1% | -29.7% | +52.7% | +34.2% |
| 3Y | +220.8% | -13.5% | +234.3% | +227.4% |
| 5Y | +112.4% | -21.5% | +133.9% | +104.8% |
| All | +157.7% | +17.3% | +140.4% | +144.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling