+114.3%
F vs OWL
+32.0%
+82.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.3% | -2.8% |
| 7D | +1.2% | -3.9% | +5.1% | +2.5% |
| 30D | +1.2% | -3.7% | +4.9% | +2.3% |
| 3M | -5.7% | +21.4% | -27.0% | -12.2% |
| 6M | +17.9% | +18.3% | -0.4% | +9.6% |
| YTD | +10.4% | -20.1% | +30.5% | +16.7% |
| 1Y | +25.3% | -32.8% | +58.1% | +39.7% |
| 3Y | +37.5% | +8.6% | +28.9% | +19.9% |
| 5Y | +46.5% | -4.5% | +51.0% | +25.9% |
| All | +114.3% | +32.0% | +82.3% | +67.7% |
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