+59.8%
EWZ vs OWL
+32.0%
+27.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.5% | +6.5% | +2.7% |
| 7D | +5.6% | -3.9% | +9.5% | +6.2% |
| 30D | +9.3% | -3.7% | +12.9% | +9.7% |
| 3M | +15.7% | +21.4% | -5.7% | +11.4% |
| 6M | +7.4% | +18.3% | -10.9% | +3.4% |
| YTD | +22.7% | -20.1% | +42.8% | +25.9% |
| 1Y | +36.4% | -32.8% | +69.2% | +43.6% |
| 3Y | +50.4% | +8.6% | +41.8% | +42.9% |
| 5Y | +67.6% | -4.5% | +72.1% | +56.7% |
| All | +59.8% | +32.0% | +27.8% | +43.8% |
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