+38.6%
ISRG vs OWL
+27.7%
+10.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.8% |
| 7D | -5.0% | -6.4% | +1.4% | -3.2% |
| 30D | -10.2% | -5.0% | -5.2% | -9.0% |
| 3M | -17.2% | +15.4% | -32.6% | -20.9% |
| 6M | -28.4% | +15.5% | -43.9% | -32.2% |
| YTD | -37.6% | -22.7% | -15.0% | -33.9% |
| 1Y | -24.4% | -34.1% | +9.6% | -16.7% |
| 3Y | +18.4% | +5.1% | +13.4% | +11.2% |
| 5Y | -1.0% | -11.5% | +10.5% | -9.0% |
| All | +38.6% | +27.7% | +10.8% | +26.5% |
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