+97.5%
CSCO vs OWL
-12.9%
+110.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.2% | -6.2% |
| 7D | +1.9% | +1.5% | +0.4% | +1.6% |
| 30D | -15.8% | +13.4% | -29.3% | -17.8% |
| 3M | -15.4% | -21.2% | +5.9% | -12.0% |
| 6M | -5.4% | +4.0% | -9.4% | -7.1% |
| YTD | +26.5% | -29.0% | +55.5% | +33.9% |
| 1Y | +25.9% | -28.4% | +54.3% | +32.8% |
| 3Y | +97.5% | -14.5% | +112.1% | +93.8% |
| All | +97.5% | -12.9% | +110.4% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling