+112.9%
V vs OWL
+20.1%
+92.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +0.6% | -1.2% | +1.8% | +0.8% |
| 30D | +9.7% | +7.6% | +2.2% | +8.1% |
| 3M | +17.3% | -10.7% | +28.0% | +19.3% |
| 6M | +33.2% | +0.9% | +32.4% | +31.9% |
| YTD | +21.3% | -27.3% | +48.6% | +27.1% |
| 1Y | +27.3% | -27.2% | +54.5% | +33.1% |
| 3Y | +76.1% | -11.4% | +87.5% | +72.2% |
| 5Y | +103.5% | -20.0% | +123.4% | +90.4% |
| All | +112.9% | +20.1% | +92.8% | +95.6% |
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