+153.4%
C vs OWL
+22.0%
+131.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.6% | -3.1% | +0.7% |
| 7D | -0.9% | -2.4% | +1.4% | -0.2% |
| 30D | -5.4% | +9.3% | -14.7% | -8.2% |
| 3M | -9.2% | -11.0% | +1.8% | -6.5% |
| 6M | -1.8% | +2.4% | -4.3% | -3.9% |
| YTD | +6.7% | -26.2% | +32.8% | +14.9% |
| 1Y | +23.5% | -27.4% | +51.0% | +33.5% |
| 3Y | +219.8% | -8.7% | +228.5% | +221.2% |
| 5Y | +112.4% | -19.3% | +131.7% | +102.5% |
| All | +153.4% | +22.0% | +131.4% | +137.9% |
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