+245.0%
OXY vs OWL
+24.2%
+220.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.3% |
| 7D | +2.8% | -10.1% | +13.0% | +4.6% |
| 30D | +5.5% | -11.9% | +17.4% | +7.5% |
| 3M | +11.3% | +10.7% | +0.6% | +8.4% |
| 6M | +11.6% | +22.1% | -10.5% | +5.6% |
| YTD | +51.6% | -24.8% | +76.4% | +58.3% |
| 1Y | +36.2% | -39.2% | +75.4% | +48.8% |
| 3Y | +1.7% | +1.7% | 0.0% | -3.4% |
| 5Y | +164.5% | -15.5% | +180.0% | +152.1% |
| All | +245.0% | +24.2% | +220.8% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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