-35.5%
DOW vs OWL
-15.5%
-20.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.8% |
| 7D | -2.4% | -11.9% | +9.5% | +0.7% |
| 30D | -4.1% | -13.7% | +9.6% | -0.8% |
| 3M | -12.4% | +12.3% | -24.7% | -16.0% |
| 6M | -10.6% | +15.0% | -25.6% | -16.1% |
| YTD | +31.1% | -25.7% | +56.8% | +40.1% |
| 1Y | +30.5% | -39.5% | +70.0% | +47.7% |
| 3Y | -34.4% | +0.9% | -35.3% | -38.9% |
| 5Y | -35.5% | -16.5% | -19.0% | -40.0% |
| All | -35.5% | -15.5% | -20.0% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling