+30.8%
INTC vs OWL
+17.3%
+13.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +6.0% | +1.5% | +4.5% | +5.5% |
| 30D | -39.2% | +13.4% | -52.6% | -41.6% |
| 3M | -42.9% | -21.2% | -21.7% | -39.2% |
| 6M | -50.4% | +4.0% | -54.4% | -51.6% |
| YTD | +61.7% | -29.0% | +90.7% | +75.9% |
| 1Y | +66.1% | -28.4% | +94.6% | +80.0% |
| 3Y | +58.1% | -14.5% | +72.7% | +61.1% |
| 5Y | +27.9% | -21.5% | +49.3% | +23.2% |
| All | +30.8% | +17.3% | +13.5% | +23.6% |
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