+39.3%
ASML vs OWL
-32.4%
+71.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.2% |
| 7D | -9.0% | -4.9% | -4.1% | -7.9% |
| 30D | -21.0% | +7.8% | -28.8% | -22.4% |
| 3M | -16.3% | -12.7% | -3.6% | -13.8% |
| 6M | -7.5% | -2.8% | -4.7% | -7.9% |
| YTD | +34.0% | -30.1% | +64.1% | +47.7% |
| 1Y | +39.3% | -29.1% | +68.4% | +54.8% |
| All | +39.3% | -32.4% | +71.7% | +54.8% |
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