-33.9%
CMCSA vs OWL
+38.2%
-72.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.1% | -2.2% | +0.1% | -1.8% |
| 30D | +7.0% | +3.7% | +3.3% | +6.3% |
| 3M | +15.1% | +17.5% | -2.4% | +11.8% |
| 6M | -15.4% | +18.5% | -33.9% | -18.3% |
| YTD | -1.9% | -16.3% | +14.4% | +0.1% |
| 1Y | -12.7% | -29.7% | +17.0% | -8.5% |
| 3Y | -31.0% | +14.2% | -45.2% | -34.9% |
| 5Y | -46.1% | +2.5% | -48.6% | -50.3% |
| All | -33.9% | +38.2% | -72.1% | -40.4% |
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