-26.5%
OWL vs SBAC
-3.5%
-23.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -2.1% | -2.8% | +0.6% | -1.9% |
| 30D | +11.6% | +3.1% | +8.5% | +11.2% |
| 3M | -13.8% | +5.1% | -18.9% | -14.3% |
| 6M | +7.8% | -11.4% | +19.2% | +6.8% |
| YTD | -25.8% | +0.2% | -26.0% | -26.9% |
| All | -26.5% | -3.5% | -23.0% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling