+136.2%
META vs OWL
+22.0%
+114.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.6% | -0.5% | +3.3% |
| 7D | +5.7% | -2.4% | +8.1% | +6.5% |
| 30D | -10.8% | +9.3% | -20.0% | -13.7% |
| 3M | +8.4% | -11.0% | +19.4% | +11.7% |
| 6M | +5.4% | +2.4% | +2.9% | +2.8% |
| YTD | -2.6% | -26.2% | +23.6% | +5.1% |
| 1Y | +3.5% | -27.4% | +31.0% | +12.0% |
| 3Y | +102.0% | -8.7% | +110.7% | +92.0% |
| 5Y | +93.1% | -19.3% | +112.4% | +72.3% |
| All | +136.2% | +22.0% | +114.2% | +102.1% |
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