+207.8%
TER vs OWL
-12.9%
+220.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.6% | +1.0% |
| 7D | +24.0% | +0.8% | +23.2% | +23.7% |
| 30D | -30.6% | +7.3% | -38.0% | -32.9% |
| 3M | -34.5% | -16.8% | -17.6% | -30.1% |
| 6M | -26.4% | +4.0% | -30.4% | -29.2% |
| YTD | +36.4% | -29.0% | +65.4% | +54.8% |
| 1Y | +47.4% | -29.7% | +77.1% | +67.5% |
| All | +207.8% | -12.9% | +220.7% | +164.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling