+125.5%
CME vs OWL
+22.6%
+102.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +2.5% | -2.1% | +4.6% | +2.5% |
| 30D | +13.9% | +11.6% | +2.4% | +13.3% |
| 3M | +22.4% | -13.8% | +36.2% | +23.0% |
| 6M | +12.9% | +7.8% | +5.0% | +12.3% |
| YTD | +19.6% | -25.8% | +45.4% | +21.0% |
| 1Y | +17.7% | -26.5% | +44.2% | +19.0% |
| 3Y | +65.3% | -9.6% | +74.9% | +60.5% |
| 5Y | +75.1% | -20.8% | +96.0% | +65.2% |
| All | +125.5% | +22.6% | +102.9% | +112.9% |
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