+15.5%
TSLA vs OWL
-21.6%
+37.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +8.9% | +1.5% | +7.4% | +7.9% |
| 30D | +6.3% | +13.4% | -7.2% | -1.5% |
| 3M | +14.8% | -21.2% | +36.0% | +29.9% |
| 6M | -12.4% | +4.0% | -16.4% | -16.5% |
| YTD | -13.2% | -29.0% | +15.8% | +1.3% |
| 1Y | -2.9% | -28.4% | +25.5% | +12.3% |
| 3Y | +74.4% | -14.5% | +89.0% | +75.8% |
| All | +15.5% | -21.6% | +37.1% | +17.1% |
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 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