+14.2%
OKE vs OWL
+16.8%
-2.6%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -2.0% |
| 7D | -0.2% | -6.4% | +6.2% | -0.7% |
| 30D | +6.1% | -5.0% | +11.1% | +5.7% |
| 3M | +10.4% | +15.4% | -5.0% | +11.3% |
| 6M | +14.2% | +15.5% | -1.3% | +16.3% |
| All | +14.2% | +16.8% | -2.6% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling