+28.5%
OWL vs FIVE
+53.2%
-24.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.6% | 0.0% | +4.0% |
| 7D | -2.4% | +6.2% | -8.5% | -3.9% |
| 30D | +9.3% | +18.2% | -8.9% | +4.3% |
| 3M | -11.0% | +3.8% | -14.8% | -12.1% |
| 6M | +2.4% | +13.7% | -11.3% | -2.2% |
| YTD | -26.2% | +34.7% | -60.9% | -33.3% |
| 1Y | -27.4% | +66.6% | -94.1% | -38.5% |
| 3Y | -8.7% | +44.3% | -53.0% | -24.9% |
| 5Y | -19.3% | +18.8% | -38.1% | -36.2% |
| All | +28.5% | +53.2% | -24.7% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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