+113.9%
TER vs OWL
+22.8%
+91.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -8.9% | +1.1% | -10.0% | -8.9% |
| 30D | -39.1% | +10.0% | -49.1% | -41.6% |
| 3M | -32.8% | -8.7% | -24.1% | -31.1% |
| 6M | -31.7% | +3.1% | -34.9% | -34.0% |
| YTD | +26.9% | -25.6% | +52.6% | +38.6% |
| 1Y | +33.6% | -25.5% | +59.1% | +45.4% |
| 3Y | +181.5% | -9.4% | +190.9% | +177.3% |
| 5Y | +76.1% | -18.2% | +94.3% | +62.8% |
| All | +113.9% | +22.8% | +91.1% | +92.9% |
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