+147.3%
C vs OWL
+15.5%
+131.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -2.4% | -4.9% | +2.5% | -0.9% |
| 30D | -6.0% | +7.8% | -13.8% | -8.4% |
| 3M | -10.5% | -12.7% | +2.1% | -7.3% |
| 6M | -5.7% | -2.8% | -2.9% | -6.2% |
| YTD | +4.1% | -30.1% | +34.2% | +14.1% |
| 1Y | +20.5% | -29.1% | +49.6% | +31.0% |
| 3Y | +208.1% | -12.3% | +220.4% | +213.6% |
| 5Y | +110.4% | -27.5% | +138.0% | +104.7% |
| All | +147.3% | +15.5% | +131.8% | +136.2% |
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