+877.9%
AVGO vs OWL
+38.2%
+839.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -3.0% | -2.2% | -0.7% | -2.2% |
| 30D | -14.4% | +3.7% | -18.1% | -15.8% |
| 3M | -14.4% | +17.5% | -31.9% | -19.9% |
| 6M | +13.1% | +18.5% | -5.4% | +4.2% |
| YTD | +3.8% | -16.3% | +20.1% | +8.5% |
| 1Y | +17.8% | -29.7% | +47.5% | +30.8% |
| 3Y | +325.3% | +14.2% | +311.1% | +310.9% |
| 5Y | +689.9% | +2.5% | +687.4% | +644.7% |
| All | +877.9% | +38.2% | +839.7% | +768.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling