+127.3%
ORCL vs OWL
+17.3%
+110.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | +0.4% |
| 7D | +10.4% | +0.8% | +9.6% | +10.0% |
| 30D | -11.2% | +7.3% | -18.6% | -13.5% |
| 3M | -16.8% | -16.8% | +0.1% | -12.1% |
| 6M | -31.5% | +4.0% | -35.5% | -32.6% |
| YTD | -33.9% | -29.0% | -4.9% | -28.0% |
| 1Y | -43.3% | -29.7% | -13.6% | -38.0% |
| 3Y | +16.5% | -13.5% | +30.0% | +23.9% |
| 5Y | +45.4% | -21.5% | +66.8% | +49.6% |
| All | +127.3% | +17.3% | +110.0% | +126.4% |
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