+93.7%
META vs OWL
-18.7%
+112.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -0.2% | -2.1% | +2.0% | +0.6% |
| 30D | -15.4% | +11.6% | -26.9% | -19.2% |
| 3M | +5.0% | -13.8% | +18.8% | +10.2% |
| 6M | +5.2% | +7.8% | -2.7% | -0.1% |
| YTD | -4.5% | -25.8% | +21.3% | +4.4% |
| 1Y | +0.6% | -26.5% | +27.1% | +10.0% |
| 3Y | +93.1% | -9.6% | +102.7% | +75.4% |
| 5Y | +93.7% | -20.8% | +114.5% | +66.6% |
| All | +93.7% | -18.7% | +112.4% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling