+516.7%
PLTR vs OWL
+17.3%
+499.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +4.7% | +1.5% | +3.2% | +3.8% |
| 30D | -16.4% | +13.4% | -29.8% | -22.5% |
| 3M | -6.2% | -21.2% | +15.1% | +6.1% |
| 6M | +29.2% | +4.0% | +25.2% | +24.9% |
| YTD | -5.5% | -29.0% | +23.5% | +9.9% |
| 1Y | -2.4% | -28.4% | +26.0% | +12.6% |
| 3Y | +752.3% | -14.5% | +766.8% | +779.9% |
| 5Y | +635.8% | -21.5% | +657.3% | +614.1% |
| All | +516.7% | +17.3% | +499.4% | +556.0% |
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