+156.5%
COST vs OWL
+24.2%
+132.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | +0.1% |
| 7D | -1.2% | -10.1% | +8.9% | +0.1% |
| 30D | -4.7% | -11.9% | +7.2% | -3.3% |
| 3M | -7.1% | +10.7% | -17.8% | -8.6% |
| 6M | -8.5% | +22.1% | -30.7% | -11.5% |
| YTD | +5.4% | -24.8% | +30.2% | +8.6% |
| 1Y | -5.6% | -39.2% | +33.6% | 0.0% |
| 3Y | +68.5% | +1.7% | +66.7% | +60.6% |
| 5Y | +105.2% | -15.5% | +120.7% | +91.7% |
| All | +156.5% | +24.2% | +132.3% | +136.5% |
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