-13.3%
TSLA vs OWL
-28.0%
+14.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -4.2% |
| 7D | -4.7% | +10.1% | -14.8% | -7.3% |
| 30D | +1.7% | +18.7% | -17.0% | -3.4% |
| 3M | +17.7% | -6.2% | +23.9% | +19.7% |
| 6M | -1.9% | +9.8% | -11.6% | -5.1% |
| YTD | -14.3% | -24.2% | +9.8% | -8.7% |
| 1Y | -13.3% | -26.6% | +13.3% | -6.5% |
| All | -13.3% | -28.0% | +14.8% | -6.5% |
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