-60.8%
W vs OWL
+38.2%
-99.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.0% |
| 7D | -4.2% | -2.2% | -1.9% | -2.7% |
| 30D | -7.6% | +3.7% | -11.3% | -10.4% |
| 3M | +37.2% | +17.5% | +19.6% | +22.1% |
| 6M | +26.3% | +18.5% | +7.8% | +9.1% |
| YTD | -1.0% | -16.3% | +15.4% | +8.1% |
| 1Y | +20.1% | -29.7% | +49.8% | +44.5% |
| 3Y | +37.8% | +14.2% | +23.6% | +16.3% |
| 5Y | -63.7% | +2.5% | -66.1% | -68.9% |
| All | -60.8% | +38.2% | -99.0% | -62.7% |
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