-72.7%
U vs OWL
-18.7%
-54.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | +16.9% | -2.1% | +19.1% | +17.4% |
| 30D | +6.4% | +11.6% | -5.2% | -5.1% |
| 3M | +13.2% | -13.8% | +27.0% | +23.9% |
| 6M | +84.8% | +7.8% | +76.9% | +63.4% |
| YTD | +12.4% | -25.8% | +38.2% | +37.7% |
| 1Y | +19.8% | -26.5% | +46.3% | +46.5% |
| 3Y | +83.8% | -9.6% | +93.4% | +52.2% |
| 5Y | -72.7% | -20.8% | -51.9% | -76.9% |
| All | -72.7% | -18.7% | -54.1% | -76.9% |
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