+34.6%
OWL vs SBAC
-26.4%
+61.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | -6.4% | +0.2% | -6.6% | -6.4% |
| 30D | -5.0% | +3.9% | -8.8% | -5.8% |
| 3M | +15.4% | -8.2% | +23.6% | +17.7% |
| 6M | +15.5% | -2.8% | +18.3% | +15.1% |
| YTD | -22.7% | -1.5% | -21.1% | -23.5% |
| 1Y | -34.1% | 0.0% | -34.1% | -35.1% |
| 3Y | +5.1% | -8.4% | +13.5% | +1.5% |
| 5Y | -11.5% | -43.5% | +32.1% | +4.9% |
| All | +34.6% | -26.4% | +61.0% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling