+63.8%
T vs OWL
+24.2%
+39.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.7% | +1.9% |
| 7D | +1.5% | -10.1% | +11.6% | +2.1% |
| 30D | +7.5% | -11.9% | +19.4% | +8.2% |
| 3M | +14.8% | +10.7% | +4.1% | +14.0% |
| 6M | -1.7% | +22.1% | -23.9% | -3.2% |
| YTD | +8.7% | -24.8% | +33.5% | +10.3% |
| 1Y | -7.5% | -39.2% | +31.7% | -4.8% |
| 3Y | +110.2% | +1.7% | +108.5% | +101.8% |
| 5Y | +71.6% | -15.5% | +87.1% | +61.4% |
| All | +63.8% | +24.2% | +39.6% | +54.0% |
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