+45.2%
ASML vs OWL
-30.3%
+75.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -1.3% |
| 7D | +10.4% | +0.8% | +9.5% | +10.2% |
| 30D | -12.7% | +7.3% | -20.1% | -14.2% |
| 3M | -17.2% | -16.8% | -0.3% | -13.4% |
| 6M | -1.3% | +4.0% | -5.3% | -3.3% |
| YTD | +40.8% | -29.0% | +69.8% | +57.0% |
| 1Y | +45.2% | -29.7% | +74.9% | +63.8% |
| All | +45.2% | -30.3% | +75.5% | +63.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling