+74.4%
TSLA vs OWL
-12.9%
+87.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +8.9% | +1.5% | +7.4% | +8.0% |
| 30D | +6.3% | +13.4% | -7.2% | -0.9% |
| 3M | +14.8% | -21.2% | +36.0% | +28.9% |
| 6M | -12.4% | +4.0% | -16.4% | -16.1% |
| YTD | -13.2% | -29.0% | +15.8% | +2.0% |
| 1Y | -2.9% | -28.4% | +25.5% | +13.0% |
| 3Y | +74.4% | -14.5% | +89.0% | +87.2% |
| All | +74.4% | -12.9% | +87.3% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling