+885.9%
AVGO vs OWL
+22.7%
+863.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +0.5% |
| 7D | +1.0% | -11.9% | +12.9% | +5.6% |
| 30D | -13.3% | -13.7% | +0.4% | -8.8% |
| 3M | -2.9% | +12.3% | -15.1% | -7.8% |
| 6M | +5.7% | +15.0% | -9.3% | -1.9% |
| YTD | +4.6% | -25.7% | +30.4% | +14.1% |
| 1Y | -1.6% | -39.5% | +37.8% | +15.2% |
| 3Y | +336.2% | +0.9% | +335.3% | +340.0% |
| 5Y | +695.6% | -16.5% | +712.2% | +684.4% |
| All | +885.9% | +22.7% | +863.2% | +813.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling