+204.3%
CVX vs OWL
+24.2%
+180.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | +2.6% | -10.1% | +12.7% | +4.0% |
| 30D | +9.8% | -11.9% | +21.8% | +11.4% |
| 3M | +16.2% | +10.7% | +5.5% | +14.1% |
| 6M | +13.6% | +22.1% | -8.5% | +9.3% |
| YTD | +44.4% | -24.8% | +69.2% | +49.1% |
| 1Y | +40.6% | -39.2% | +79.8% | +49.7% |
| 3Y | +48.2% | +1.7% | +46.4% | +43.5% |
| 5Y | +172.3% | -15.5% | +187.8% | +160.8% |
| All | +204.3% | +24.2% | +180.1% | +185.1% |
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