+345.6%
AVGO vs OWL
+9.9%
+335.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.5% | +7.5% | +4.9% |
| 7D | -0.3% | -3.9% | +3.6% | +1.3% |
| 30D | -13.8% | -3.7% | -10.2% | -12.9% |
| 3M | -6.9% | +21.4% | -28.3% | -15.7% |
| 6M | +11.9% | +18.3% | -6.4% | +0.9% |
| YTD | +6.9% | -20.1% | +27.0% | +17.1% |
| 1Y | +7.4% | -32.8% | +40.2% | +28.1% |
| 3Y | +345.6% | +8.6% | +337.0% | +375.5% |
| All | +345.6% | +9.9% | +335.6% | +375.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling