+34.6%
OWL vs SCCO
+368.6%
-334.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | -6.4% | +2.4% | -8.8% | -7.1% |
| 30D | -5.0% | +6.4% | -11.4% | -7.0% |
| 3M | +15.4% | +21.6% | -6.1% | +8.4% |
| 6M | +15.5% | +13.4% | +2.1% | +9.4% |
| YTD | -22.7% | +52.6% | -75.3% | -34.8% |
| 1Y | -34.1% | +122.4% | -156.4% | -51.6% |
| 3Y | +5.1% | +208.5% | -203.4% | -33.4% |
| 5Y | -11.5% | +353.9% | -365.4% | -51.1% |
| All | +34.6% | +368.6% | -334.0% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling