+131.7%
TER vs OWL
+22.6%
+109.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | +5.9% | -2.1% | +8.0% | +7.3% |
| 30D | -30.8% | +11.6% | -42.3% | -34.0% |
| 3M | -29.9% | -13.8% | -16.2% | -26.5% |
| 6M | -27.5% | +7.8% | -35.3% | -31.1% |
| YTD | +37.5% | -25.8% | +63.3% | +50.3% |
| 1Y | +50.3% | -26.5% | +76.7% | +64.6% |
| 3Y | +204.9% | -9.6% | +214.5% | +200.5% |
| 5Y | +89.2% | -20.8% | +110.0% | +75.4% |
| All | +131.7% | +22.6% | +109.1% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling