+62.8%
META vs OWL
-0.3%
+63.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +6.7% | -2.2% | +9.0% | +7.5% |
| 30D | +4.8% | +3.7% | +1.1% | +3.0% |
| 3M | -1.6% | +17.5% | -19.2% | -8.4% |
| 6M | -7.5% | +18.5% | -26.0% | -15.6% |
| YTD | -6.4% | -16.3% | +9.9% | -1.7% |
| 1Y | -17.3% | -29.7% | +12.4% | -7.0% |
| 3Y | +109.9% | +14.2% | +95.8% | +72.7% |
| All | +62.8% | -0.3% | +63.1% | +26.9% |
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