+289.9%
GOOGL vs OWL
+32.0%
+257.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.2% |
| 7D | +1.1% | -3.9% | +5.0% | +2.1% |
| 30D | -4.4% | -3.7% | -0.8% | -3.8% |
| 3M | -6.8% | +21.4% | -28.2% | -12.0% |
| 6M | +13.6% | +18.3% | -4.8% | +7.3% |
| YTD | +8.3% | -20.1% | +28.4% | +12.8% |
| 1Y | +44.9% | -32.8% | +77.7% | +57.2% |
| 3Y | +150.5% | +8.6% | +141.9% | +128.7% |
| 5Y | +137.7% | -4.5% | +142.2% | +111.6% |
| All | +289.9% | +32.0% | +257.9% | +231.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling