-9.4%
T vs OWL
-30.3%
+20.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +4.0% | -0.4% |
| 7D | +1.6% | +0.8% | +0.8% | +1.7% |
| 30D | -2.9% | +7.3% | -10.3% | -2.8% |
| 3M | -7.5% | -16.8% | +9.3% | -8.0% |
| 6M | -9.9% | +4.0% | -13.9% | -9.4% |
| YTD | -6.4% | -29.0% | +22.5% | -8.6% |
| 1Y | -9.4% | -29.7% | +20.3% | -12.0% |
| All | -9.4% | -30.3% | +20.9% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling