+284.7%
GOOG vs OWL
+32.0%
+252.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.2% |
| 7D | +1.1% | -3.9% | +5.0% | +2.1% |
| 30D | -5.1% | -3.7% | -1.4% | -4.4% |
| 3M | -7.1% | +21.4% | -28.5% | -12.3% |
| 6M | +12.7% | +18.3% | -5.7% | +6.4% |
| YTD | +7.1% | -20.1% | +27.2% | +11.5% |
| 1Y | +43.6% | -32.8% | +76.4% | +55.8% |
| 3Y | +146.8% | +8.6% | +138.2% | +125.1% |
| 5Y | +133.7% | -4.5% | +138.1% | +107.9% |
| All | +284.7% | +32.0% | +252.7% | +227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling