+711.1%
AVGO vs OWL
-6.9%
+717.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | +0.2% |
| 7D | -0.8% | -6.4% | +5.6% | +1.8% |
| 30D | -13.7% | -5.0% | -8.7% | -12.3% |
| 3M | -6.9% | +15.4% | -22.4% | -13.5% |
| 6M | +5.8% | +15.5% | -9.7% | -3.3% |
| YTD | +5.7% | -22.7% | +28.3% | +15.2% |
| 1Y | +9.0% | -34.1% | +43.1% | +26.9% |
| 3Y | +340.5% | +5.1% | +335.4% | +324.2% |
| 5Y | +711.1% | -11.5% | +722.5% | +664.2% |
| All | +711.1% | -6.9% | +717.9% | +664.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling