+122.8%
META vs OWL
+16.3%
+106.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.1% | +3.2% | -1.6% |
| 7D | -3.1% | -5.0% | +1.9% | -1.6% |
| 30D | -18.1% | +9.0% | -27.1% | -20.8% |
| 3M | +2.9% | -12.7% | +15.6% | +6.6% |
| 6M | +0.2% | -4.0% | +4.2% | -0.2% |
| YTD | -8.1% | -29.6% | +21.5% | +0.7% |
| 1Y | -4.5% | -31.9% | +27.4% | +5.6% |
| 3Y | +94.2% | -13.1% | +107.3% | +87.5% |
| 5Y | +79.1% | -27.0% | +106.1% | +62.9% |
| All | +122.8% | +16.3% | +106.5% | +93.6% |
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 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