+30.6%
ORCL vs OWL
-27.6%
+58.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -11.2% | -4.9% | -6.2% | -9.6% |
| 30D | -18.8% | +7.8% | -26.6% | -21.4% |
| 3M | -18.8% | -12.7% | -6.1% | -15.2% |
| 6M | -39.7% | -2.8% | -36.9% | -39.5% |
| YTD | -39.6% | -30.1% | -9.6% | -32.8% |
| 1Y | -51.7% | -29.1% | -22.7% | -46.5% |
| 3Y | +10.2% | -12.3% | +22.5% | +17.2% |
| All | +30.6% | -27.6% | +58.2% | +38.2% |
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