+30.9%
OWL vs EQIX
+68.4%
-37.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.6% |
| 7D | -10.1% | +0.2% | -10.3% | -10.2% |
| 30D | -11.9% | -2.5% | -9.4% | -10.9% |
| 3M | +10.7% | 0.0% | +10.8% | +10.1% |
| 6M | +22.1% | +7.6% | +14.5% | +16.7% |
| YTD | -24.8% | +37.5% | -62.3% | -37.5% |
| 1Y | -39.2% | +32.9% | -72.1% | -48.6% |
| 3Y | +1.7% | +42.8% | -41.0% | -18.6% |
| 5Y | -15.5% | +35.8% | -51.3% | -36.9% |
| All | +30.9% | +68.4% | -37.5% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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