+41.0%
T vs OWL
+17.3%
+23.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +4.0% | -0.1% |
| 7D | +1.6% | +0.8% | +0.8% | +1.6% |
| 30D | -2.9% | +7.3% | -10.3% | -3.4% |
| 3M | -7.5% | -16.8% | +9.3% | -6.7% |
| 6M | -9.9% | +4.0% | -13.9% | -10.3% |
| YTD | -6.4% | -29.0% | +22.5% | -4.9% |
| 1Y | -9.4% | -29.7% | +20.3% | -7.9% |
| 3Y | +64.9% | -13.5% | +78.4% | +60.6% |
| 5Y | +57.0% | -21.5% | +78.4% | +47.8% |
| All | +41.0% | +17.3% | +23.7% | +32.9% |
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