+11.2%
QCOM vs OWL
-27.6%
+38.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.8% |
| 7D | +0.4% | -4.9% | +5.3% | +2.7% |
| 30D | -6.6% | +7.8% | -14.4% | -9.9% |
| 3M | +3.7% | -12.7% | +16.4% | +9.2% |
| 6M | -13.3% | -2.8% | -10.5% | -14.1% |
| YTD | -1.8% | -30.1% | +28.3% | +12.0% |
| 1Y | -2.5% | -29.1% | +26.6% | +10.0% |
| 3Y | +47.0% | -12.3% | +59.2% | +41.7% |
| All | +11.2% | -27.6% | +38.8% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling