-4.5%
OWL vs SAN
+381.9%
-386.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | -3.9% | +3.3% | -7.3% | -5.6% |
| 30D | -3.7% | +1.1% | -4.8% | -4.2% |
| 3M | +21.4% | +22.2% | -0.8% | +9.6% |
| 6M | +18.3% | +36.0% | -17.7% | +0.5% |
| YTD | -20.1% | +28.2% | -48.4% | -30.2% |
| 1Y | -32.8% | +54.1% | -86.9% | -46.7% |
| 3Y | +8.6% | +354.2% | -345.7% | -51.9% |
| 5Y | -4.5% | +387.3% | -391.7% | -62.1% |
| All | -4.5% | +381.9% | -386.4% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling