+105.5%
V vs OWL
-23.9%
+129.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.7% | -1.3% |
| 7D | -0.8% | -2.4% | +1.6% | -0.3% |
| 30D | +9.5% | +9.3% | +0.3% | +7.3% |
| 3M | +16.7% | -11.0% | +27.6% | +19.1% |
| 6M | +32.9% | +2.4% | +30.5% | +31.0% |
| YTD | +21.1% | -26.2% | +47.3% | +27.6% |
| 1Y | +26.6% | -27.4% | +54.1% | +33.6% |
| 3Y | +78.4% | -8.7% | +87.0% | +69.6% |
| 5Y | +105.5% | -19.3% | +124.8% | +88.8% |
| All | +105.5% | -23.9% | +129.4% | +88.8% |
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