+99.1%
SLV vs OWL
+17.3%
+81.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -5.8% | +1.5% | -7.4% | -6.0% |
| 30D | -12.1% | +13.4% | -25.6% | -13.6% |
| 3M | -24.1% | -21.2% | -2.9% | -22.0% |
| 6M | -44.4% | +4.0% | -48.4% | -44.8% |
| YTD | -31.5% | -29.0% | -2.5% | -29.6% |
| 1Y | -6.9% | -28.4% | +21.5% | -4.6% |
| 3Y | +116.0% | -14.5% | +130.5% | +113.7% |
| 5Y | +88.4% | -21.5% | +109.9% | +81.8% |
| All | +99.1% | +17.3% | +81.9% | +90.7% |
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 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