+87.9%
F vs OWL
+20.1%
+67.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.4% |
| 7D | -0.2% | -1.2% | +0.9% | 0.0% |
| 30D | +0.9% | +7.6% | -6.7% | -1.8% |
| 3M | -11.3% | -10.7% | -0.7% | -8.6% |
| 6M | +2.0% | +0.9% | +1.2% | +0.4% |
| YTD | -3.2% | -27.3% | +24.1% | +5.1% |
| 1Y | -3.5% | -27.2% | +23.7% | +4.4% |
| 3Y | +48.1% | -11.4% | +59.5% | +39.1% |
| 5Y | -13.5% | -20.0% | +6.5% | -23.0% |
| All | +87.9% | +20.1% | +67.8% | +51.0% |
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