+86.4%
ASML vs OWL
-23.9%
+110.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.6% | +0.6% | +3.8% |
| 7D | -0.8% | -2.4% | +1.5% | +0.2% |
| 30D | -14.9% | +9.3% | -24.2% | -18.4% |
| 3M | -13.0% | -11.0% | -2.0% | -9.5% |
| 6M | -4.7% | +2.4% | -7.1% | -7.5% |
| YTD | +42.3% | -26.2% | +68.5% | +58.2% |
| 1Y | +49.7% | -27.4% | +77.2% | +67.0% |
| 3Y | +144.3% | -8.7% | +153.0% | +120.4% |
| 5Y | +86.4% | -19.3% | +105.7% | +66.6% |
| All | +86.4% | -23.9% | +110.2% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling