-12.7%
CMCSA vs OWL
-29.1%
+16.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.1% | -2.2% | +0.1% | -1.9% |
| 30D | +7.0% | +3.7% | +3.3% | +6.8% |
| 3M | +15.1% | +17.5% | -2.4% | +14.0% |
| 6M | -15.4% | +18.5% | -33.9% | -16.5% |
| YTD | -1.9% | -16.3% | +14.4% | 0.0% |
| 1Y | -12.7% | -29.7% | +17.0% | -10.9% |
| All | -12.7% | -29.1% | +16.4% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling