+30.9%
OWL vs USFR
+20.6%
+10.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.5% |
| 7D | -10.1% | +0.1% | -10.3% | -9.7% |
| 30D | -11.9% | +0.4% | -12.3% | -10.8% |
| 3M | +10.7% | +1.0% | +9.7% | +14.9% |
| 6M | +22.1% | +2.0% | +20.1% | +31.1% |
| YTD | -24.8% | +2.8% | -27.6% | -17.1% |
| 1Y | -39.2% | +4.1% | -43.3% | -30.1% |
| 3Y | +1.7% | +14.1% | -12.4% | +65.4% |
| 5Y | -15.5% | +20.6% | -36.1% | +78.2% |
| All | +30.9% | +20.6% | +10.3% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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