+45.9%
CSCO vs OWL
-28.0%
+74.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.5% |
| 7D | -6.1% | +10.1% | -16.2% | -6.3% |
| 30D | -8.2% | +18.7% | -26.9% | -8.7% |
| 3M | -14.6% | -6.2% | -8.4% | -14.5% |
| 6M | +12.7% | +9.8% | +2.9% | +11.9% |
| YTD | +37.0% | -24.2% | +61.2% | +35.2% |
| 1Y | +45.9% | -26.6% | +72.5% | +45.0% |
| All | +45.9% | -28.0% | +74.0% | +45.0% |
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