+63.8%
AMZN vs OWL
+38.2%
+25.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -3.0% | -2.2% | -0.7% | -2.3% |
| 30D | -5.2% | +3.7% | -8.9% | -6.6% |
| 3M | +1.9% | +17.5% | -15.7% | -3.9% |
| 6M | +19.2% | +18.5% | +0.7% | +11.2% |
| YTD | +12.0% | -16.3% | +28.3% | +16.3% |
| 1Y | +9.7% | -29.7% | +39.4% | +19.8% |
| 3Y | +87.2% | +14.2% | +73.0% | +68.8% |
| 5Y | +48.7% | +2.5% | +46.2% | +30.1% |
| All | +63.8% | +38.2% | +25.6% | +43.8% |
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