+190.8%
CSCO vs OWL
+27.7%
+163.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.8% |
| 7D | 0.0% | -6.4% | +6.4% | +1.0% |
| 30D | -10.7% | -5.0% | -5.7% | -10.2% |
| 3M | -8.7% | +15.4% | -24.2% | -11.4% |
| 6M | +44.9% | +15.5% | +29.4% | +39.9% |
| YTD | +44.1% | -22.7% | +66.8% | +48.8% |
| 1Y | +65.9% | -34.1% | +99.9% | +75.7% |
| 3Y | +109.0% | +5.1% | +103.9% | +102.7% |
| 5Y | +114.8% | -11.5% | +126.2% | +104.0% |
| All | +190.8% | +27.7% | +163.1% | +173.4% |
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 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