+74.3%
OKE vs OWL
+0.9%
+73.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | +1.2% | -10.1% | +11.4% | +3.3% |
| 30D | +4.5% | -11.9% | +16.4% | +6.8% |
| 3M | +9.6% | +10.7% | -1.1% | +6.4% |
| 6M | +15.4% | +22.1% | -6.8% | +8.1% |
| YTD | +36.5% | -24.8% | +61.3% | +45.3% |
| 1Y | +39.0% | -39.2% | +78.2% | +57.3% |
| 3Y | +74.3% | +1.7% | +72.5% | +78.9% |
| All | +74.3% | +0.9% | +73.4% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling