+193.4%
SLB vs OWL
+38.2%
+155.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.4% |
| 7D | +0.8% | -2.2% | +3.1% | +1.4% |
| 30D | +15.8% | +3.7% | +12.1% | +14.5% |
| 3M | -0.3% | +17.5% | -17.9% | -4.7% |
| 6M | +21.3% | +18.5% | +2.8% | +14.9% |
| YTD | +52.3% | -16.3% | +68.6% | +56.9% |
| 1Y | +63.6% | -29.7% | +93.3% | +75.2% |
| 3Y | +3.8% | +14.2% | -10.4% | -1.9% |
| 5Y | +128.6% | +2.5% | +126.2% | +115.0% |
| All | +193.4% | +38.2% | +155.2% | +167.7% |
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