+64.2%
T vs OWL
-6.9%
+71.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -1.5% |
| 7D | -3.1% | -6.4% | +3.3% | -2.6% |
| 30D | +4.6% | -5.0% | +9.6% | +4.9% |
| 3M | +12.2% | +15.4% | -3.2% | +10.9% |
| 6M | -6.5% | +15.5% | -21.9% | -7.8% |
| YTD | +4.9% | -22.7% | +27.6% | +6.7% |
| 1Y | -10.5% | -34.1% | +23.6% | -7.8% |
| 3Y | +104.6% | +5.1% | +99.5% | +91.3% |
| 5Y | +64.2% | -11.5% | +75.7% | +51.7% |
| All | +64.2% | -6.9% | +71.1% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling