+84.5%
F vs OWL
+17.3%
+67.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | +1.5% | -4.6% | -3.6% |
| 30D | 0.0% | +13.4% | -13.4% | -4.2% |
| 3M | -13.2% | -21.2% | +8.0% | -6.7% |
| 6M | -10.2% | +4.0% | -14.2% | -12.6% |
| YTD | -4.9% | -29.0% | +24.1% | +4.0% |
| 1Y | -6.1% | -28.4% | +22.3% | +2.1% |
| 3Y | +46.0% | -14.5% | +60.5% | +38.8% |
| 5Y | -15.7% | -21.5% | +5.8% | -24.4% |
| All | +84.5% | +17.3% | +67.2% | +49.4% |
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