+101.1%
GOOGL vs OWL
-21.6%
+122.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.9% | +1.5% | +2.3% | +3.3% |
| 30D | -14.9% | +13.4% | -28.4% | -18.7% |
| 3M | -14.6% | -21.2% | +6.7% | -9.0% |
| 6M | -26.4% | +4.0% | -30.5% | -28.7% |
| YTD | -5.3% | -29.0% | +23.7% | +2.2% |
| 1Y | +6.5% | -28.4% | +34.9% | +14.2% |
| 3Y | +126.0% | -14.5% | +140.6% | +112.0% |
| All | +101.1% | -21.6% | +122.7% | +87.9% |
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