-24.2%
DOW vs OWL
+22.7%
-46.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.7% |
| 7D | -2.4% | -11.9% | +9.5% | +0.3% |
| 30D | -4.1% | -13.7% | +9.6% | -1.2% |
| 3M | -12.4% | +12.3% | -24.7% | -15.6% |
| 6M | -10.6% | +15.0% | -25.6% | -15.4% |
| YTD | +31.1% | -25.7% | +56.8% | +38.8% |
| 1Y | +30.5% | -39.5% | +70.0% | +45.1% |
| 3Y | -34.4% | +0.9% | -35.3% | -37.2% |
| 5Y | -35.5% | -16.5% | -19.0% | -39.0% |
| All | -24.2% | +22.7% | -46.9% | -31.7% |
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