+30.5%
QCOM vs OWL
+38.2%
-7.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +3.3% | -2.2% | +5.6% | +4.2% |
| 30D | +7.7% | +3.7% | +4.0% | +6.0% |
| 3M | -30.1% | +17.5% | -47.6% | -34.6% |
| 6M | +22.8% | +18.5% | +4.3% | +13.2% |
| YTD | +0.2% | -16.3% | +16.5% | +5.1% |
| 1Y | +7.9% | -29.7% | +37.6% | +20.0% |
| 3Y | +55.8% | +14.2% | +41.7% | +41.5% |
| 5Y | +30.1% | +2.5% | +27.6% | +15.4% |
| All | +30.5% | +38.2% | -7.7% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling