+540.0%
PLTR vs OWL
+38.2%
+501.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.1% |
| 7D | -6.4% | -2.2% | -4.2% | -5.2% |
| 30D | +10.0% | +3.7% | +6.4% | +7.9% |
| 3M | +23.0% | +17.5% | +5.5% | +12.4% |
| 6M | +13.8% | +18.5% | -4.7% | +1.8% |
| YTD | -1.9% | -16.3% | +14.4% | +5.2% |
| 1Y | +11.6% | -29.7% | +41.4% | +30.9% |
| 3Y | +1,048.4% | +14.2% | +1,034.3% | +919.9% |
| 5Y | +554.4% | +2.5% | +551.9% | +491.5% |
| All | +540.0% | +38.2% | +501.8% | +527.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling