+20.0%
ON vs OWL
-21.6%
+41.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +12.2% | +1.5% | +10.7% | +11.4% |
| 30D | -3.1% | +13.4% | -16.6% | -10.0% |
| 3M | -12.9% | -21.2% | +8.4% | -1.9% |
| 6M | -38.6% | +4.0% | -42.6% | -41.7% |
| YTD | +31.2% | -29.0% | +60.2% | +52.5% |
| 1Y | +47.6% | -28.4% | +76.1% | +70.0% |
| 3Y | +6.6% | -14.5% | +21.1% | +0.7% |
| All | +20.0% | -21.6% | +41.6% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling