-36.2%
CMCSA vs OWL
+17.3%
-53.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.2% | +1.5% | +1.6% | +2.9% |
| 30D | +19.5% | +13.4% | +6.1% | +17.0% |
| 3M | -2.4% | -21.2% | +18.8% | +1.1% |
| 6M | +3.8% | +4.0% | -0.2% | +2.6% |
| YTD | -5.4% | -29.0% | +23.6% | -1.1% |
| 1Y | +1.1% | -28.4% | +29.5% | +5.4% |
| 3Y | -27.1% | -14.5% | -12.6% | -27.9% |
| 5Y | -40.3% | -21.5% | -18.8% | -43.5% |
| All | -36.2% | +17.3% | -53.5% | -41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling