+159.5%
SLV vs OWL
+22.7%
+136.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.0% | -1.3% | -4.8% |
| 7D | -5.0% | -11.9% | +6.9% | -3.6% |
| 30D | -1.8% | -13.7% | +11.9% | -0.1% |
| 3M | -0.3% | +12.3% | -12.5% | -1.9% |
| 6M | -28.2% | +15.0% | -43.2% | -29.7% |
| YTD | -10.7% | -25.7% | +15.0% | -8.7% |
| 1Y | +53.7% | -39.5% | +93.2% | +60.3% |
| 3Y | +173.7% | +0.9% | +172.8% | +165.9% |
| 5Y | +161.5% | -16.5% | +178.0% | +151.0% |
| All | +159.5% | +22.7% | +136.8% | +147.4% |
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