+189.5%
ORCL vs OWL
+32.0%
+157.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +3.8% |
| 7D | +15.0% | -3.9% | +18.9% | +16.4% |
| 30D | +10.5% | -3.7% | +14.2% | +11.6% |
| 3M | -23.0% | +21.4% | -44.4% | -27.7% |
| 6M | +7.0% | +18.3% | -11.4% | +0.9% |
| YTD | -15.8% | -20.1% | +4.3% | -11.3% |
| 1Y | -31.1% | -32.8% | +1.7% | -24.1% |
| 3Y | +33.3% | +8.6% | +24.7% | +34.2% |
| 5Y | +94.3% | -4.5% | +98.8% | +92.4% |
| All | +189.5% | +32.0% | +157.6% | +178.8% |
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