+1,931.8%
FIX vs OWL
+15.5%
+1,916.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.2% | +5.7% |
| 7D | -17.5% | -4.9% | -12.5% | -16.1% |
| 30D | -41.6% | +7.8% | -49.4% | -43.4% |
| 3M | -40.6% | -12.7% | -27.9% | -38.5% |
| 6M | -49.4% | -2.8% | -46.6% | -49.9% |
| YTD | +9.2% | -30.1% | +39.3% | +20.2% |
| 1Y | +6.5% | -29.1% | +35.5% | +16.4% |
| 3Y | +448.7% | -12.3% | +461.0% | +484.7% |
| 5Y | +948.7% | -27.5% | +976.3% | +969.6% |
| All | +1,931.8% | +15.5% | +1,916.3% | +1,955.0% |
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