+181.0%
AAPL vs OWL
+24.2%
+156.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | +3.8% | -10.1% | +14.0% | +6.2% |
| 30D | +9.9% | -11.9% | +21.9% | +12.8% |
| 3M | +12.5% | +10.7% | +1.8% | +9.2% |
| 6M | +27.6% | +22.1% | +5.5% | +20.3% |
| YTD | +22.6% | -24.8% | +47.4% | +28.6% |
| 1Y | +45.0% | -39.2% | +84.2% | +59.3% |
| 3Y | +87.8% | +1.7% | +86.0% | +76.9% |
| 5Y | +128.7% | -15.5% | +144.2% | +109.3% |
| All | +181.0% | +24.2% | +156.8% | +155.4% |
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 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