+1.7%
OWL vs SAN
+352.3%
-350.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.0% | +0.2% |
| 7D | -10.1% | +0.2% | -10.3% | -10.2% |
| 30D | -11.9% | +0.9% | -12.9% | -12.3% |
| 3M | +10.7% | +19.1% | -8.4% | +2.4% |
| 6M | +22.1% | +33.2% | -11.1% | +7.1% |
| YTD | -24.8% | +29.1% | -53.9% | -33.0% |
| 1Y | -39.2% | +50.2% | -89.4% | -49.5% |
| 3Y | +1.7% | +351.0% | -349.3% | -40.1% |
| All | +1.7% | +352.3% | -350.5% | -40.1% |
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