+29.3%
OWL vs SAN
+447.6%
-418.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.8% |
| 7D | -11.9% | -2.8% | -9.1% | -10.7% |
| 30D | -13.7% | -0.5% | -13.2% | -13.5% |
| 3M | +12.3% | +22.7% | -10.5% | +2.0% |
| 6M | +15.0% | +28.8% | -13.8% | +1.7% |
| YTD | -25.7% | +26.3% | -52.0% | -33.8% |
| 1Y | -39.5% | +48.8% | -88.3% | -50.3% |
| 3Y | +0.9% | +347.2% | -346.3% | -51.0% |
| 5Y | -16.5% | +383.8% | -400.3% | -63.1% |
| All | +29.3% | +447.6% | -418.3% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling