+0.5%
OWL vs SCCO
+178.0%
-177.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.2% | +3.3% | -2.2% |
| 7D | -11.9% | -2.7% | -9.2% | -11.4% |
| 30D | -13.7% | -0.2% | -13.5% | -14.0% |
| 3M | +12.3% | +17.8% | -5.5% | +7.2% |
| 6M | +15.0% | +2.3% | +12.8% | +12.8% |
| YTD | -25.7% | +41.6% | -67.3% | -35.5% |
| 1Y | -39.5% | +101.9% | -141.4% | -53.9% |
| All | +0.5% | +178.0% | -177.5% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling