+126.8%
IVV vs OWL
+22.6%
+104.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -0.9% | -2.1% | +1.2% | -0.5% |
| 30D | -2.3% | +11.6% | -13.9% | -4.8% |
| 3M | -1.2% | -13.8% | +12.6% | +1.6% |
| 6M | +3.3% | +7.8% | -4.5% | +0.7% |
| YTD | +12.3% | -25.8% | +38.1% | +18.0% |
| 1Y | +12.5% | -26.5% | +39.0% | +18.3% |
| 3Y | +79.2% | -9.6% | +88.8% | +76.0% |
| 5Y | +75.6% | -20.8% | +96.5% | +64.8% |
| All | +126.8% | +22.6% | +104.2% | +107.7% |
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