+136.9%
GOOGL vs OWL
-12.0%
+149.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.3% |
| 7D | -1.9% | -6.4% | +4.5% | +0.1% |
| 30D | -7.5% | -5.0% | -2.5% | -6.4% |
| 3M | -9.2% | +15.4% | -24.6% | -13.7% |
| 6M | +8.1% | +15.5% | -7.4% | +2.0% |
| YTD | +5.8% | -22.7% | +28.5% | +12.1% |
| 1Y | +38.3% | -34.1% | +72.4% | +53.0% |
| 3Y | +144.8% | +5.1% | +139.7% | +115.9% |
| All | +136.9% | -12.0% | +149.0% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling