+297.9%
ASML vs OWL
+38.2%
+259.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.5% |
| 7D | +1.1% | -2.2% | +3.3% | +1.9% |
| 30D | +2.2% | +3.7% | -1.5% | +0.5% |
| 3M | -2.3% | +17.5% | -19.8% | -8.7% |
| 6M | +23.0% | +18.5% | +4.4% | +13.3% |
| YTD | +61.1% | -16.3% | +77.4% | +69.0% |
| 1Y | +129.1% | -29.7% | +158.8% | +154.5% |
| 3Y | +165.4% | +14.2% | +151.2% | +131.9% |
| 5Y | +109.5% | +2.5% | +107.0% | +78.9% |
| All | +297.9% | +38.2% | +259.7% | +230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling