+142.1%
GOOG vs OWL
-0.3%
+142.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.5% |
| 7D | -2.5% | -11.9% | +9.4% | +0.3% |
| 30D | -3.6% | -13.7% | +10.1% | -0.5% |
| 3M | -6.4% | +12.3% | -18.7% | -9.5% |
| 6M | +7.8% | +15.0% | -7.2% | +3.1% |
| YTD | +5.5% | -25.7% | +31.2% | +11.0% |
| 1Y | +38.3% | -39.5% | +77.8% | +52.8% |
| All | +142.1% | -0.3% | +142.5% | +124.8% |
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