+570.0%
AVGO vs OWL
-21.6%
+591.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | +18.2% | +1.5% | +16.6% | +17.3% |
| 30D | +0.2% | +13.4% | -13.2% | -5.5% |
| 3M | -16.8% | -21.2% | +4.4% | -8.6% |
| 6M | -16.5% | +4.0% | -20.5% | -19.9% |
| YTD | +0.8% | -29.0% | +29.8% | +13.5% |
| 1Y | +2.8% | -28.4% | +31.2% | +15.1% |
| 3Y | +278.5% | -14.5% | +293.1% | +295.0% |
| All | +570.0% | -21.6% | +591.6% | +602.7% |
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