-22.1%
ONON vs OWL
-12.1%
-10.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -0.2% |
| 7D | -1.7% | -3.9% | +2.3% | +0.5% |
| 30D | -27.4% | -3.7% | -23.7% | -26.8% |
| 3M | -26.5% | +21.4% | -47.9% | -35.4% |
| 6M | -34.2% | +18.3% | -52.6% | -42.5% |
| YTD | -41.3% | -20.1% | -21.2% | -36.0% |
| 1Y | -39.7% | -32.8% | -6.9% | -28.3% |
| 3Y | -7.8% | +8.6% | -16.4% | -28.2% |
| All | -22.1% | -12.1% | -10.0% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling