+7.9%
QCOM vs OWL
-29.1%
+37.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +3.3% | -2.2% | +5.6% | +4.1% |
| 30D | +7.7% | +3.7% | +4.0% | +6.3% |
| 3M | -30.1% | +17.5% | -47.6% | -33.4% |
| 6M | +22.8% | +18.5% | +4.3% | +14.6% |
| YTD | +0.2% | -16.3% | +16.5% | +3.9% |
| 1Y | +7.9% | -29.7% | +37.6% | +11.9% |
| All | +7.9% | -29.1% | +37.0% | +11.9% |
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 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