+234.5%
TER vs OWL
+27.7%
+206.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +4.4% |
| 7D | +12.4% | -6.4% | +18.7% | +15.1% |
| 30D | +5.1% | -5.0% | +10.1% | +6.6% |
| 3M | +4.0% | +15.4% | -11.5% | -3.1% |
| 6M | +29.5% | +15.5% | +14.0% | +19.0% |
| YTD | +98.5% | -22.7% | +121.1% | +114.4% |
| 1Y | +234.1% | -34.1% | +268.1% | +282.9% |
| 3Y | +289.0% | +5.1% | +284.0% | +261.8% |
| 5Y | +228.2% | -11.5% | +239.6% | +199.5% |
| All | +234.5% | +27.7% | +206.8% | +198.3% |
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