-14.5%
OWL vs SAN
+247.1%
-261.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +1.5% | +4.0% | -2.5% | -0.2% |
| 30D | +13.4% | -7.8% | +21.3% | +17.3% |
| 3M | -21.2% | -16.4% | -4.9% | -14.9% |
| 6M | +4.0% | +3.5% | +0.5% | +2.0% |
| YTD | -29.0% | +6.7% | -35.7% | -31.5% |
| 1Y | -28.4% | +14.5% | -42.9% | -33.1% |
| 3Y | -14.5% | +243.5% | -258.0% | -44.7% |
| All | -14.5% | +247.1% | -261.6% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling