-20.8%
OWL vs SAN
+300.6%
-321.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -2.1% | +3.4% | -5.5% | -3.8% |
| 30D | +11.6% | -6.3% | +17.8% | +14.8% |
| 3M | -13.8% | -14.1% | +0.3% | -7.4% |
| 6M | +7.8% | +4.2% | +3.7% | +4.9% |
| YTD | -25.8% | +9.0% | -34.8% | -30.0% |
| 1Y | -26.5% | +18.8% | -45.2% | -33.8% |
| 3Y | -9.6% | +252.0% | -261.6% | -54.9% |
| 5Y | -20.8% | +299.5% | -320.3% | -65.1% |
| All | -20.8% | +300.6% | -321.4% | -65.1% |
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