+2,108.4%
FIX vs OWL
+20.1%
+2,088.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.1% |
| 7D | -13.9% | -1.2% | -12.8% | -13.5% |
| 30D | -35.5% | +7.6% | -43.1% | -37.4% |
| 3M | -33.9% | -10.7% | -23.3% | -32.0% |
| 6M | -43.3% | +0.9% | -44.2% | -44.6% |
| YTD | +18.7% | -27.3% | +46.0% | +29.0% |
| 1Y | +13.8% | -27.2% | +40.9% | +23.5% |
| 3Y | +495.0% | -11.4% | +506.4% | +531.0% |
| 5Y | +1,049.0% | -20.0% | +1,069.0% | +1,054.6% |
| All | +2,108.4% | +20.1% | +2,088.3% | +2,105.5% |
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