+191.0%
SLB vs OWL
+27.7%
+163.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.7% |
| 7D | -1.9% | -6.4% | +4.5% | -0.3% |
| 30D | +7.8% | -5.0% | +12.8% | +8.9% |
| 3M | +2.7% | +15.4% | -12.7% | -1.5% |
| 6M | +22.2% | +15.5% | +6.7% | +16.3% |
| YTD | +51.1% | -22.7% | +73.8% | +58.6% |
| 1Y | +63.3% | -34.1% | +97.4% | +77.5% |
| 3Y | +2.4% | +5.1% | -2.7% | -1.3% |
| 5Y | +139.3% | -11.5% | +150.8% | +130.3% |
| All | +191.0% | +27.7% | +163.3% | +170.5% |
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