+184.7%
C vs OWL
+27.7%
+157.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.8% |
| 7D | +2.6% | -6.4% | +9.0% | +4.7% |
| 30D | +1.9% | -5.0% | +6.9% | +3.2% |
| 3M | +2.8% | +15.4% | -12.6% | -2.5% |
| 6M | +30.6% | +15.5% | +15.1% | +22.6% |
| YTD | +19.9% | -22.7% | +42.5% | +27.7% |
| 1Y | +44.6% | -34.1% | +78.6% | +61.1% |
| 3Y | +272.1% | +5.1% | +267.1% | +259.4% |
| 5Y | +132.0% | -11.5% | +143.4% | +118.4% |
| All | +184.7% | +27.7% | +157.0% | +164.4% |
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