+163.6%
SLB vs OWL
+17.3%
+146.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.5% | +1.5% | +2.0% | +3.1% |
| 30D | +6.5% | +13.4% | -6.9% | +2.9% |
| 3M | -0.2% | -21.2% | +21.0% | +5.1% |
| 6M | -5.7% | +4.0% | -9.7% | -7.9% |
| YTD | +36.8% | -29.0% | +65.8% | +45.9% |
| 1Y | +45.8% | -28.4% | +74.2% | +54.9% |
| 3Y | +3.4% | -14.5% | +17.9% | +4.1% |
| 5Y | +76.1% | -21.5% | +97.6% | +72.4% |
| All | +163.6% | +17.3% | +146.3% | +148.9% |
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