+46.1%
GOOGL vs OWL
-29.1%
+75.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -2.3% | -2.2% | -0.1% | -2.0% |
| 30D | -6.6% | +3.7% | -10.3% | -7.4% |
| 3M | -9.0% | +17.5% | -26.5% | -11.9% |
| 6M | +11.8% | +18.5% | -6.7% | +6.6% |
| YTD | +8.3% | -16.3% | +24.6% | +6.8% |
| 1Y | +46.1% | -29.7% | +75.8% | +46.0% |
| All | +46.1% | -29.1% | +75.2% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling