-39.2%
OWL vs SCHG
+13.0%
-52.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.1% |
| 7D | -10.1% | -1.0% | -9.1% | -8.8% |
| 30D | -11.9% | -1.3% | -10.7% | -10.2% |
| 3M | +10.7% | +5.4% | +5.3% | +4.5% |
| 6M | +22.1% | +14.4% | +7.7% | +6.8% |
| YTD | -24.8% | +8.0% | -32.8% | -29.8% |
| 1Y | -39.2% | +12.7% | -51.9% | -45.2% |
| All | -39.2% | +13.0% | -52.2% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling