+129.0%
INTC vs OWL
+32.0%
+97.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -4.5% | +13.6% | +10.4% |
| 7D | +17.4% | -3.9% | +21.4% | +18.6% |
| 30D | +2.8% | -3.7% | +6.4% | +3.6% |
| 3M | -5.3% | +21.4% | -26.7% | -11.1% |
| 6M | +140.6% | +18.3% | +122.3% | +124.7% |
| YTD | +183.1% | -20.1% | +203.2% | +198.9% |
| 1Y | +326.8% | -32.8% | +359.5% | +372.9% |
| 3Y | +179.4% | +8.6% | +170.9% | +166.9% |
| 5Y | +111.7% | -4.5% | +116.2% | +97.7% |
| All | +129.0% | +32.0% | +97.0% | +110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling