+116.8%
ASML vs OWL
-29.0%
+145.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.4% |
| 7D | +1.1% | -2.2% | +3.3% | +1.6% |
| 30D | +2.2% | +3.7% | -1.5% | +1.1% |
| 3M | -2.3% | +17.5% | -19.8% | -6.5% |
| 6M | +23.0% | +18.5% | +4.4% | +17.7% |
| YTD | +61.1% | -16.3% | +77.4% | +66.8% |
| All | +116.8% | -29.0% | +145.8% | +126.1% |
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