-27.4%
ON vs OWL
+9.9%
-37.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -2.5% |
| 7D | -2.2% | -3.9% | +1.8% | -0.4% |
| 30D | -12.4% | -3.7% | -8.8% | -11.4% |
| 3M | -41.2% | +21.4% | -62.6% | -46.5% |
| 6M | +25.0% | +18.3% | +6.6% | +12.5% |
| YTD | +31.3% | -20.1% | +51.4% | +44.4% |
| 1Y | +45.4% | -32.8% | +78.2% | +73.4% |
| 3Y | -27.4% | +8.6% | -36.0% | -32.6% |
| All | -27.4% | +9.9% | -37.3% | -32.6% |
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