+33.3%
EWZ vs OWL
+17.3%
+16.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.8% | +1.5% | -0.8% | +0.5% |
| 30D | -24.4% | +13.4% | -37.8% | -26.1% |
| 3M | -4.6% | -21.2% | +16.6% | -1.2% |
| 6M | -11.6% | +4.0% | -15.6% | -13.0% |
| YTD | +2.4% | -29.0% | +31.4% | +6.8% |
| 1Y | +2.1% | -28.4% | +30.5% | +6.1% |
| 3Y | +18.7% | -14.5% | +33.2% | +17.2% |
| 5Y | +54.2% | -21.5% | +75.6% | +47.3% |
| All | +33.3% | +17.3% | +16.1% | +22.0% |
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 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