+75.9%
IEFA vs OWL
+24.2%
+51.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | -1.6% | -10.1% | +8.6% | +0.4% |
| 30D | -1.5% | -11.9% | +10.4% | +0.7% |
| 3M | +3.4% | +10.7% | -7.3% | +1.0% |
| 6M | +9.5% | +22.1% | -12.6% | +4.5% |
| YTD | +13.0% | -24.8% | +37.8% | +17.8% |
| 1Y | +18.0% | -39.2% | +57.2% | +27.6% |
| 3Y | +65.4% | +1.7% | +63.6% | +56.3% |
| 5Y | +51.6% | -15.5% | +67.1% | +39.9% |
| All | +75.9% | +24.2% | +51.7% | +58.7% |
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