+23.6%
OWL vs FIVE
+49.2%
-25.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.9% |
| 7D | +0.8% | +2.4% | -1.6% | +0.2% |
| 30D | +7.3% | +15.8% | -8.5% | +3.1% |
| 3M | -16.8% | +3.8% | -20.6% | -17.8% |
| 6M | +4.0% | +18.5% | -14.5% | -1.8% |
| YTD | -29.0% | +31.2% | -60.2% | -35.4% |
| 1Y | -29.7% | +61.8% | -91.5% | -39.8% |
| 3Y | -13.5% | +39.9% | -53.4% | -28.2% |
| 5Y | -21.5% | +18.3% | -39.8% | -37.5% |
| All | +23.6% | +49.2% | -25.6% | -2.5% |
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