+155.0%
IBM vs OWL
+27.7%
+127.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.2% | +6.6% | +3.9% |
| 7D | +3.6% | -6.4% | +9.9% | +4.7% |
| 30D | +1.5% | -5.0% | +6.5% | +2.3% |
| 3M | -12.9% | +15.4% | -28.3% | -15.3% |
| 6M | -3.9% | +15.5% | -19.4% | -6.7% |
| YTD | -17.3% | -22.7% | +5.3% | -14.9% |
| 1Y | -5.0% | -34.1% | +29.1% | -0.3% |
| 3Y | +78.2% | +5.1% | +73.1% | +76.0% |
| 5Y | +120.6% | -11.5% | +132.1% | +114.9% |
| All | +155.0% | +27.7% | +127.2% | +145.7% |
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