+126.9%
META vs OWL
+38.2%
+88.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +6.7% | -2.2% | +9.0% | +7.4% |
| 30D | +4.8% | +3.7% | +1.1% | +3.3% |
| 3M | -1.6% | +17.5% | -19.2% | -7.5% |
| 6M | -7.5% | +18.5% | -26.0% | -14.4% |
| YTD | -6.4% | -16.3% | +9.9% | -2.5% |
| 1Y | -17.3% | -29.7% | +12.4% | -8.8% |
| 3Y | +109.9% | +14.2% | +95.8% | +84.7% |
| 5Y | +65.4% | +2.5% | +62.9% | +41.6% |
| All | +126.9% | +38.2% | +88.7% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling