+231.0%
ASML vs OWL
+15.5%
+215.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.3% |
| 7D | -9.0% | -4.9% | -4.1% | -7.3% |
| 30D | -21.0% | +7.8% | -28.8% | -23.5% |
| 3M | -16.3% | -12.7% | -3.6% | -12.8% |
| 6M | -7.5% | -2.8% | -4.7% | -8.1% |
| YTD | +34.0% | -30.1% | +64.1% | +49.4% |
| 1Y | +39.3% | -29.1% | +68.4% | +53.8% |
| 3Y | +128.9% | -12.3% | +141.1% | +120.8% |
| 5Y | +76.1% | -27.5% | +103.6% | +61.8% |
| All | +231.0% | +15.5% | +215.5% | +192.0% |
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