+140.5%
META vs OWL
+27.7%
+112.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.2% | +9.8% | +7.6% |
| 7D | +10.3% | -6.4% | +16.6% | +12.6% |
| 30D | +9.9% | -5.0% | +14.9% | +11.4% |
| 3M | +11.9% | +15.4% | -3.5% | +5.7% |
| 6M | +1.2% | +15.5% | -14.3% | -5.9% |
| YTD | -0.8% | -22.7% | +21.9% | +6.0% |
| 1Y | -14.3% | -34.1% | +19.7% | -3.6% |
| 3Y | +121.4% | +5.1% | +116.3% | +100.1% |
| 5Y | +74.5% | -11.5% | +85.9% | +53.7% |
| All | +140.5% | +27.7% | +112.8% | +103.7% |
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