-29.7%
OWL vs SCCO
+109.6%
-139.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -2.2% | -5.3% | +3.0% | -1.6% |
| 30D | +3.7% | +2.7% | +1.0% | +3.3% |
| 3M | +17.5% | +4.2% | +13.3% | +16.0% |
| 6M | +18.5% | -0.6% | +19.2% | +16.9% |
| YTD | -16.3% | +45.0% | -61.3% | -20.6% |
| 1Y | -29.7% | +109.3% | -139.0% | -26.3% |
| All | -29.7% | +109.6% | -139.3% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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