+30.0%
IR vs OWL
-9.3%
+39.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.6% | -0.9% | +3.0% |
| 7D | +5.0% | -2.4% | +7.4% | +5.7% |
| 30D | +10.3% | +9.3% | +1.1% | +7.1% |
| 3M | -0.1% | -11.0% | +10.9% | +2.9% |
| 6M | +14.8% | +2.4% | +12.3% | +12.4% |
| YTD | +9.7% | -26.2% | +35.9% | +20.0% |
| 1Y | +12.2% | -27.4% | +39.7% | +23.1% |
| 3Y | +30.0% | -8.7% | +38.7% | +30.0% |
| All | +30.0% | -9.3% | +39.3% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling