+165.6%
IBM vs OWL
+22.6%
+143.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -1.7% | -2.1% | +0.4% | -1.4% |
| 30D | +10.1% | +11.6% | -1.5% | +7.9% |
| 3M | +4.8% | -13.8% | +18.6% | +7.1% |
| 6M | +12.6% | +7.8% | +4.8% | +10.6% |
| YTD | -13.9% | -25.8% | +11.9% | -10.9% |
| 1Y | -18.7% | -26.5% | +7.8% | -15.9% |
| 3Y | +81.9% | -9.6% | +91.5% | +82.7% |
| 5Y | +148.3% | -20.8% | +169.1% | +143.3% |
| All | +165.6% | +22.6% | +143.0% | +157.2% |
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