+128.4%
SPY vs OWL
+38.2%
+90.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +0.1% | -2.2% | +2.4% | +0.6% |
| 30D | +0.1% | +3.7% | -3.6% | -0.9% |
| 3M | +2.0% | +17.5% | -15.5% | -2.1% |
| 6M | +13.0% | +18.5% | -5.5% | +7.6% |
| YTD | +13.5% | -16.3% | +29.9% | +16.6% |
| 1Y | +20.0% | -29.7% | +49.7% | +27.6% |
| 3Y | +77.2% | +14.2% | +63.0% | +65.7% |
| 5Y | +81.9% | +2.5% | +79.4% | +66.2% |
| All | +128.4% | +38.2% | +90.2% | +104.6% |
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