-38.7%
TLT vs OWL
+17.3%
-56.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.4% |
| 7D | -2.7% | +0.8% | -3.5% | -2.7% |
| 30D | +2.2% | +7.3% | -5.2% | +2.0% |
| 3M | -1.7% | -16.8% | +15.1% | -1.6% |
| 6M | -4.0% | +4.0% | -8.0% | -4.0% |
| YTD | -4.9% | -29.0% | +24.1% | -4.9% |
| 1Y | -7.4% | -29.7% | +22.3% | -7.3% |
| 3Y | +3.0% | -13.5% | +16.6% | +2.4% |
| 5Y | -35.1% | -21.5% | -13.6% | -35.8% |
| All | -38.7% | +17.3% | -56.0% | -39.7% |
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 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