-39.9%
OWL vs SARO
-22.5%
-17.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.4% |
| 7D | -10.1% | -3.1% | -7.0% | -8.7% |
| 30D | -11.9% | -12.2% | +0.3% | -6.2% |
| 3M | +10.7% | -7.4% | +18.1% | +14.4% |
| 6M | +22.1% | -15.3% | +37.4% | +30.7% |
| YTD | -24.8% | -16.2% | -8.6% | -19.4% |
| 1Y | -39.2% | -12.1% | -27.1% | -37.1% |
| All | -39.9% | -22.5% | -17.4% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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