+35.2%
O vs OWL
+17.3%
+17.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.4% | +1.5% | -1.9% | -0.5% |
| 30D | +7.1% | +13.4% | -6.3% | +5.9% |
| 3M | -5.2% | -21.2% | +16.0% | -3.4% |
| 6M | -1.8% | +4.0% | -5.8% | -2.6% |
| YTD | +9.1% | -29.0% | +38.1% | +11.8% |
| 1Y | +9.7% | -28.4% | +38.1% | +12.3% |
| 3Y | +39.1% | -14.5% | +53.7% | +34.5% |
| 5Y | +8.4% | -21.5% | +29.8% | +0.9% |
| All | +35.2% | +17.3% | +17.9% | +23.9% |
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 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