+143.3%
AAPL vs OWL
-21.6%
+164.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.1% | +1.5% | +2.6% | +3.7% |
| 30D | +4.0% | +13.4% | -9.5% | +0.4% |
| 3M | +16.8% | -21.2% | +38.0% | +23.5% |
| 6M | +19.4% | +4.0% | +15.4% | +16.2% |
| YTD | +31.5% | -29.0% | +60.5% | +41.1% |
| 1Y | +31.0% | -28.4% | +59.4% | +39.8% |
| 3Y | +95.3% | -14.5% | +109.8% | +86.1% |
| All | +143.3% | -21.6% | +164.9% | +122.3% |
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