+68.7%
IR vs OWL
+27.7%
+41.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.1% |
| 7D | -1.9% | -6.4% | +4.5% | 0.0% |
| 30D | -15.0% | -5.0% | -10.1% | -14.0% |
| 3M | -0.4% | +15.4% | -15.8% | -5.2% |
| 6M | -15.0% | +15.5% | -30.5% | -20.0% |
| YTD | -7.1% | -22.7% | +15.6% | -1.3% |
| 1Y | -7.5% | -34.1% | +26.5% | +2.6% |
| 3Y | +6.3% | +5.1% | +1.2% | +1.2% |
| 5Y | +37.3% | -11.5% | +48.8% | +27.4% |
| All | +68.7% | +27.7% | +41.0% | +51.3% |
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