+34.6%
QCOM vs OWL
+32.0%
+2.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.5% | +7.7% | +4.9% |
| 7D | +5.1% | -3.9% | +9.0% | +6.5% |
| 30D | +4.3% | -3.7% | +7.9% | +5.4% |
| 3M | -19.6% | +21.4% | -41.0% | -25.9% |
| 6M | +29.5% | +18.3% | +11.1% | +19.2% |
| YTD | +3.4% | -20.1% | +23.5% | +10.2% |
| 1Y | +10.9% | -32.8% | +43.7% | +25.4% |
| 3Y | +74.8% | +8.6% | +66.2% | +61.6% |
| 5Y | +36.2% | -4.5% | +40.6% | +23.1% |
| All | +34.6% | +32.0% | +2.6% | +14.4% |
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