+17.8%
AVGO vs OWL
-29.1%
+46.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -3.0% | -2.2% | -0.7% | -2.5% |
| 30D | -14.4% | +3.7% | -18.1% | -15.2% |
| 3M | -14.4% | +17.5% | -31.9% | -17.5% |
| 6M | +13.1% | +18.5% | -5.4% | +8.7% |
| YTD | +3.8% | -16.3% | +20.1% | +8.8% |
| 1Y | +17.8% | -29.7% | +47.5% | +28.0% |
| All | +17.8% | -29.1% | +46.9% | +28.0% |
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