+30.9%
OWL vs SCHG
+132.7%
-101.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.3% |
| 7D | -10.1% | -1.0% | -9.1% | -9.1% |
| 30D | -11.9% | -1.3% | -10.7% | -10.5% |
| 3M | +10.7% | +5.4% | +5.3% | +5.2% |
| 6M | +22.1% | +14.4% | +7.7% | +6.6% |
| YTD | -24.8% | +8.0% | -32.8% | -30.0% |
| 1Y | -39.2% | +12.7% | -51.9% | -45.9% |
| 3Y | +1.7% | +85.6% | -83.9% | -43.7% |
| 5Y | -15.5% | +85.5% | -101.0% | -56.4% |
| All | +30.9% | +132.7% | -101.8% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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