+182.9%
ORCL vs OWL
+38.2%
+144.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.8% | +3.3% |
| 7D | +5.3% | -2.2% | +7.5% | +6.1% |
| 30D | +10.0% | +3.7% | +6.3% | +8.6% |
| 3M | -32.6% | +17.5% | -50.1% | -36.0% |
| 6M | +4.9% | +18.5% | -13.6% | -1.2% |
| YTD | -17.8% | -16.3% | -1.4% | -14.5% |
| 1Y | -28.0% | -29.7% | +1.7% | -21.7% |
| 3Y | +36.0% | +14.2% | +21.9% | +35.0% |
| 5Y | +88.7% | +2.5% | +86.2% | +84.1% |
| All | +182.9% | +38.2% | +144.7% | +168.7% |
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