+88.8%
V vs OWL
+38.2%
+50.6%
-28.6%
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% | -0.8% |
| 7D | -1.7% | -2.2% | +0.5% | -1.3% |
| 30D | +2.0% | +3.7% | -1.7% | +1.2% |
| 3M | +17.4% | +17.5% | -0.2% | +13.4% |
| 6M | +17.5% | +18.5% | -1.0% | +12.7% |
| YTD | +7.6% | -16.3% | +23.9% | +10.1% |
| 1Y | +7.7% | -29.7% | +37.4% | +13.5% |
| 3Y | +54.7% | +14.2% | +40.5% | +43.9% |
| 5Y | +73.0% | +2.5% | +70.6% | +57.4% |
| All | +88.8% | +38.2% | +50.6% | +69.4% |
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