+849.9%
AVGO vs OWL
+17.3%
+832.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | +18.2% | +1.5% | +16.6% | +17.5% |
| 30D | +0.2% | +13.4% | -13.2% | -4.6% |
| 3M | -16.8% | -21.2% | +4.4% | -9.9% |
| 6M | -16.5% | +4.0% | -20.5% | -19.2% |
| YTD | +0.8% | -29.0% | +29.8% | +11.2% |
| 1Y | +2.8% | -28.4% | +31.2% | +12.9% |
| 3Y | +278.5% | -14.5% | +293.1% | +301.1% |
| 5Y | +573.1% | -21.5% | +594.5% | +572.5% |
| All | +849.9% | +17.3% | +832.6% | +790.6% |
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