+84.9%
V vs OWL
+27.7%
+57.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.2% |
| 7D | -2.9% | -6.4% | +3.5% | -1.7% |
| 30D | +1.9% | -5.0% | +6.9% | +2.7% |
| 3M | +13.2% | +15.4% | -2.2% | +9.8% |
| 6M | +16.7% | +15.5% | +1.2% | +12.5% |
| YTD | +5.4% | -22.7% | +28.1% | +9.4% |
| 1Y | +7.7% | -34.1% | +41.7% | +14.7% |
| 3Y | +52.0% | +5.1% | +46.9% | +43.6% |
| 5Y | +67.7% | -11.5% | +79.2% | +55.2% |
| All | +84.9% | +27.7% | +57.2% | +68.3% |
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