+234.4%
OKE vs OWL
+24.2%
+210.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | +1.2% | -10.1% | +11.4% | +3.5% |
| 30D | +4.5% | -11.9% | +16.4% | +7.1% |
| 3M | +9.6% | +10.7% | -1.1% | +6.2% |
| 6M | +15.4% | +22.1% | -6.8% | +8.0% |
| YTD | +36.5% | -24.8% | +61.3% | +43.4% |
| 1Y | +39.0% | -39.2% | +78.2% | +53.7% |
| 3Y | +74.3% | +1.7% | +72.5% | +67.6% |
| 5Y | +141.2% | -15.5% | +156.7% | +128.3% |
| All | +234.4% | +24.2% | +210.2% | +207.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling