+215.2%
ASML vs OWL
+16.3%
+198.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.1% | -2.2% | -6.7% |
| 7D | -19.0% | -5.0% | -14.0% | -17.5% |
| 30D | -25.9% | +9.0% | -35.0% | -28.6% |
| 3M | -19.1% | -12.7% | -6.3% | -15.7% |
| 6M | -5.7% | -4.0% | -1.7% | -5.9% |
| YTD | +27.6% | -29.6% | +57.2% | +41.9% |
| 1Y | +30.8% | -31.9% | +62.7% | +46.8% |
| 3Y | +116.2% | -13.1% | +129.3% | +109.5% |
| 5Y | +67.7% | -27.0% | +94.7% | +53.7% |
| All | +215.2% | +16.3% | +198.9% | +177.3% |
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