+23.0%
C vs OWL
-27.8%
+50.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.1% |
| 7D | -0.4% | +1.1% | -1.4% | -0.6% |
| 30D | -5.2% | +10.0% | -15.2% | -7.4% |
| 3M | -9.1% | -8.7% | -0.4% | -7.6% |
| 6M | -1.6% | +3.1% | -4.7% | -3.3% |
| YTD | +6.9% | -25.6% | +32.6% | +16.0% |
| 1Y | +23.0% | -25.5% | +48.5% | +31.6% |
| All | +23.0% | -27.8% | +50.7% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling