+117.0%
AAPL vs OWL
-12.0%
+129.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.6% |
| 7D | -3.0% | -6.4% | +3.4% | -1.3% |
| 30D | +2.3% | -5.0% | +7.3% | +3.3% |
| 3M | +8.6% | +15.4% | -6.8% | +3.7% |
| 6M | +21.6% | +15.5% | +6.1% | +15.0% |
| YTD | +16.3% | -22.7% | +39.0% | +22.6% |
| 1Y | +35.1% | -34.1% | +69.1% | +47.9% |
| 3Y | +79.4% | +5.1% | +74.3% | +60.8% |
| All | +117.0% | -12.0% | +129.1% | +89.2% |
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