+125.6%
INTC vs OWL
+24.2%
+101.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.2% |
| 7D | +7.5% | -10.1% | +17.6% | +10.7% |
| 30D | +2.0% | -11.9% | +13.9% | +5.6% |
| 3M | -12.0% | +10.7% | -22.7% | -15.2% |
| 6M | +114.5% | +22.1% | +92.4% | +98.4% |
| YTD | +179.0% | -24.8% | +203.8% | +199.9% |
| 1Y | +318.3% | -39.2% | +357.5% | +378.2% |
| 3Y | +171.2% | +1.7% | +169.5% | +164.0% |
| 5Y | +107.6% | -15.5% | +123.1% | +97.5% |
| All | +125.6% | +24.2% | +101.4% | +110.7% |
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