+96.8%
META vs OWL
-12.9%
+109.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.2% | +1.5% | +3.6% | +4.8% |
| 30D | -13.0% | +13.4% | -26.4% | -16.1% |
| 3M | +7.9% | -21.2% | +29.2% | +14.5% |
| 6M | +4.2% | +4.0% | +0.2% | +1.8% |
| YTD | -2.5% | -29.0% | +26.5% | +7.1% |
| 1Y | +5.6% | -28.4% | +34.0% | +15.2% |
| 3Y | +96.8% | -14.5% | +111.3% | +90.7% |
| All | +96.8% | -12.9% | +109.7% | +90.7% |
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 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