-15.8%
F vs OWL
-27.6%
+11.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +1.6% | -4.9% | +6.5% | +3.4% |
| 30D | +2.6% | +7.8% | -5.2% | -0.4% |
| 3M | -8.8% | -12.7% | +3.9% | -4.8% |
| 6M | +4.6% | -2.8% | +7.4% | +4.1% |
| YTD | -1.9% | -30.1% | +28.2% | +9.4% |
| 1Y | -0.8% | -29.1% | +28.3% | +9.6% |
| 3Y | +43.5% | -12.3% | +55.8% | +28.7% |
| All | -15.8% | -27.6% | +11.8% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling