+75.1%
IR vs OWL
+38.2%
+36.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.5% |
| 7D | -2.8% | -2.2% | -0.6% | -2.2% |
| 30D | -15.1% | +3.7% | -18.8% | -16.3% |
| 3M | +6.1% | +17.5% | -11.5% | +0.4% |
| 6M | -16.8% | +18.5% | -35.4% | -22.2% |
| YTD | -3.5% | -16.3% | +12.8% | +0.1% |
| 1Y | -3.5% | -29.7% | +26.2% | +5.1% |
| 3Y | +9.5% | +14.2% | -4.7% | +1.7% |
| 5Y | +45.1% | +2.5% | +42.6% | +31.2% |
| All | +75.1% | +38.2% | +36.9% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling