+508.9%
PLTR vs OWL
+22.7%
+486.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | 0.0% |
| 7D | -9.1% | -11.9% | +2.8% | -2.6% |
| 30D | -5.2% | -13.7% | +8.5% | +2.9% |
| 3M | +27.4% | +12.3% | +15.1% | +19.4% |
| 6M | +9.7% | +15.0% | -5.3% | -0.2% |
| YTD | -6.7% | -25.7% | +19.0% | +6.8% |
| 1Y | -0.5% | -39.5% | +39.0% | +26.9% |
| 3Y | +996.2% | +0.9% | +995.3% | +941.9% |
| 5Y | +531.1% | -16.5% | +547.7% | +504.8% |
| All | +508.9% | +22.7% | +486.2% | +537.3% |
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