+45.7%
OWL vs SAN
+458.8%
-413.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -2.2% | +1.8% | -4.0% | -3.1% |
| 30D | +3.7% | +2.0% | +1.7% | +2.7% |
| 3M | +17.5% | +19.7% | -2.2% | +8.0% |
| 6M | +18.5% | +30.6% | -12.1% | +4.0% |
| YTD | -16.3% | +28.8% | -45.2% | -26.2% |
| 1Y | -29.7% | +57.8% | -87.5% | -43.8% |
| 3Y | +14.2% | +338.1% | -324.0% | -44.0% |
| 5Y | +2.5% | +384.2% | -381.7% | -54.9% |
| All | +45.7% | +458.8% | -413.2% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling