+1,063.5%
ANET vs OWL
+24.2%
+1,039.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +5.1% |
| 7D | +3.0% | -10.1% | +13.1% | +7.2% |
| 30D | -5.2% | -11.9% | +6.7% | -0.9% |
| 3M | +27.6% | +10.7% | +16.9% | +21.9% |
| 6M | +44.4% | +22.1% | +22.3% | +31.4% |
| YTD | +52.3% | -24.8% | +77.1% | +66.0% |
| 1Y | +30.4% | -39.2% | +69.6% | +53.1% |
| 3Y | +313.3% | +1.7% | +311.5% | +311.4% |
| 5Y | +810.0% | -15.5% | +825.5% | +787.4% |
| All | +1,063.5% | +24.2% | +1,039.2% | +989.4% |
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