+32.3%
OWL vs OSCR
-9.0%
+41.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.2% |
| 7D | -10.1% | +1.6% | -11.7% | -10.3% |
| 30D | -11.9% | +10.7% | -22.6% | -13.2% |
| 3M | +10.7% | +13.4% | -2.6% | +8.3% |
| 6M | +22.1% | +144.6% | -122.4% | +6.7% |
| YTD | -24.8% | +128.0% | -152.8% | -33.9% |
| 1Y | -39.2% | +68.7% | -107.9% | -45.0% |
| 3Y | +1.7% | +398.8% | -397.0% | -28.2% |
| 5Y | -15.5% | +87.3% | -102.8% | -40.4% |
| All | +32.3% | -9.0% | +41.3% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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