-42.7%
ORCL vs OWL
-27.2%
-15.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.9% |
| 7D | +3.8% | -2.1% | +5.9% | +4.8% |
| 30D | -6.6% | +11.6% | -18.1% | -11.8% |
| 3M | -11.4% | -13.8% | +2.4% | -5.7% |
| 6M | -33.3% | +7.8% | -41.1% | -36.1% |
| YTD | -33.3% | -25.8% | -7.5% | -27.3% |
| All | -42.7% | -27.2% | -15.5% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling