+30.9%
OWL vs ITOT
+112.7%
-81.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | 0.0% |
| 7D | -10.1% | -0.9% | -9.2% | -8.8% |
| 30D | -11.9% | -1.5% | -10.5% | -9.8% |
| 3M | +10.7% | +3.6% | +7.2% | +5.8% |
| 6M | +22.1% | +13.7% | +8.4% | +1.8% |
| YTD | -24.8% | +12.9% | -37.7% | -36.3% |
| 1Y | -39.2% | +17.2% | -56.4% | -51.1% |
| 3Y | +1.7% | +75.6% | -73.9% | -51.6% |
| 5Y | -15.5% | +75.5% | -91.0% | -60.3% |
| All | +30.9% | +112.7% | -81.8% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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