+149.6%
IBM vs OWL
+38.2%
+111.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | -0.3% | -2.2% | +1.9% | +0.1% |
| 30D | +0.3% | +3.7% | -3.4% | -0.4% |
| 3M | -21.6% | +17.5% | -39.1% | -23.9% |
| 6M | -4.7% | +18.5% | -23.2% | -7.9% |
| YTD | -19.1% | -16.3% | -2.8% | -17.8% |
| 1Y | -2.5% | -29.7% | +27.2% | +1.2% |
| 3Y | +74.2% | +14.2% | +60.0% | +69.8% |
| 5Y | +113.1% | +2.5% | +110.7% | +104.8% |
| All | +149.6% | +38.2% | +111.4% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling