+219.1%
TER vs OWL
-3.7%
+222.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +6.3% |
| 7D | +11.0% | -3.9% | +14.9% | +12.8% |
| 30D | -1.9% | -3.7% | +1.8% | -0.8% |
| 3M | -0.7% | +21.4% | -22.1% | -10.7% |
| 6M | +36.4% | +18.3% | +18.0% | +21.9% |
| YTD | +92.4% | -20.1% | +112.6% | +108.0% |
| 1Y | +213.5% | -32.8% | +246.3% | +266.3% |
| 3Y | +277.2% | +8.6% | +268.7% | +225.1% |
| 5Y | +219.1% | -4.5% | +223.6% | +167.7% |
| All | +219.1% | -3.7% | +222.9% | +167.7% |
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