+284.8%
GOOG vs OWL
+24.2%
+260.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | 0.0% | -10.1% | +10.2% | +2.8% |
| 30D | -2.0% | -11.9% | +10.0% | +1.2% |
| 3M | -5.9% | +10.7% | -16.6% | -9.0% |
| 6M | +8.9% | +22.1% | -13.2% | +2.0% |
| YTD | +7.1% | -24.8% | +31.9% | +13.3% |
| 1Y | +39.7% | -39.2% | +78.9% | +55.8% |
| 3Y | +145.8% | +1.7% | +144.1% | +128.1% |
| 5Y | +138.6% | -15.5% | +154.1% | +116.5% |
| All | +284.8% | +24.2% | +260.6% | +232.2% |
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