-24.4%
ISRG vs OWL
-34.7%
+10.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.6% |
| 7D | -5.0% | -6.4% | +1.4% | -3.7% |
| 30D | -10.2% | -5.0% | -5.2% | -9.2% |
| 3M | -17.2% | +15.4% | -32.6% | -19.6% |
| 6M | -28.4% | +15.5% | -43.9% | -30.7% |
| YTD | -37.6% | -22.7% | -15.0% | -35.9% |
| 1Y | -24.4% | -34.1% | +9.6% | -22.3% |
| All | -24.4% | -34.7% | +10.2% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling