+250.4%
ASML vs OWL
+22.8%
+227.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.6% |
| 7D | -2.9% | +1.1% | -3.9% | -3.1% |
| 30D | -15.2% | +10.0% | -25.2% | -18.4% |
| 3M | -12.9% | -8.7% | -4.2% | -10.7% |
| 6M | -5.0% | +3.1% | -8.2% | -7.6% |
| YTD | +41.8% | -25.6% | +67.5% | +54.6% |
| 1Y | +46.0% | -25.5% | +71.5% | +58.6% |
| 3Y | +133.5% | -9.4% | +142.9% | +122.9% |
| 5Y | +93.0% | -18.2% | +111.2% | +72.6% |
| All | +250.4% | +22.8% | +227.5% | +202.2% |
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 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