-37.2%
CMCSA vs OWL
+22.7%
-59.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.3% | +3.0% |
| 7D | -5.6% | -11.9% | +6.4% | -3.6% |
| 30D | -1.9% | -13.7% | +11.8% | +0.4% |
| 3M | +6.4% | +12.3% | -5.8% | +4.2% |
| 6M | -16.9% | +15.0% | -31.9% | -19.4% |
| YTD | -6.8% | -25.7% | +18.9% | -3.1% |
| 1Y | -15.9% | -39.5% | +23.6% | -9.7% |
| 3Y | -33.4% | +0.9% | -34.3% | -36.0% |
| 5Y | -46.7% | -16.5% | -30.2% | -49.9% |
| All | -37.2% | +22.7% | -59.8% | -42.3% |
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