-71.6%
U vs OWL
+38.2%
-109.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | -3.8% | -2.2% | -1.6% | -2.3% |
| 30D | +17.5% | +3.7% | +13.8% | +13.7% |
| 3M | +38.7% | +17.5% | +21.2% | +21.6% |
| 6M | +104.4% | +18.5% | +85.9% | +74.5% |
| YTD | -5.7% | -16.3% | +10.6% | +5.3% |
| 1Y | +3.7% | -29.7% | +33.4% | +29.1% |
| 3Y | +12.3% | +14.2% | -1.8% | -9.6% |
| 5Y | -68.8% | +2.5% | -71.3% | -74.0% |
| All | -71.6% | +38.2% | -109.8% | -77.9% |
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 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