+290.0%
GOOGL vs OWL
+24.2%
+265.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.5% | +1.4% |
| 7D | 0.0% | -10.1% | +10.1% | +2.8% |
| 30D | -1.4% | -11.9% | +10.5% | +1.7% |
| 3M | -5.3% | +10.7% | -16.1% | -8.4% |
| 6M | +9.8% | +22.1% | -12.3% | +3.0% |
| YTD | +8.4% | -24.8% | +33.2% | +14.6% |
| 1Y | +41.2% | -39.2% | +80.4% | +57.4% |
| 3Y | +149.6% | +1.7% | +147.8% | +131.7% |
| 5Y | +142.6% | -15.5% | +158.1% | +120.2% |
| All | +290.0% | +24.2% | +265.8% | +236.6% |
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