+147.0%
ON vs OWL
+24.2%
+122.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.2% | +7.3% | +7.9% |
| 7D | +2.4% | -10.1% | +12.5% | +7.4% |
| 30D | -8.6% | -11.9% | +3.3% | -3.6% |
| 3M | -34.3% | +10.7% | -45.1% | -38.1% |
| 6M | +28.5% | +22.1% | +6.4% | +13.2% |
| YTD | +40.6% | -24.8% | +65.4% | +56.1% |
| 1Y | +55.3% | -39.2% | +94.5% | +89.9% |
| 3Y | -22.2% | +1.7% | -23.9% | -27.9% |
| 5Y | +62.4% | -15.5% | +77.9% | +47.6% |
| All | +147.0% | +24.2% | +122.8% | +119.1% |
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