+154.7%
SLB vs OWL
+15.5%
+139.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -7.1% | -4.9% | -2.2% | -6.1% |
| 30D | +4.1% | +7.8% | -3.7% | +1.8% |
| 3M | -2.6% | -12.7% | +10.0% | -0.1% |
| 6M | -8.6% | -2.8% | -5.7% | -9.1% |
| YTD | +32.2% | -30.1% | +62.3% | +41.6% |
| 1Y | +40.7% | -29.1% | +69.7% | +49.8% |
| 3Y | -4.5% | -12.3% | +7.7% | -4.3% |
| 5Y | +66.4% | -27.5% | +93.9% | +64.6% |
| All | +154.7% | +15.5% | +139.2% | +141.5% |
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 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