+29.3%
OWL vs SCHG
+130.7%
-101.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.5% | -3.5% |
| 7D | -11.9% | -2.7% | -9.2% | -9.2% |
| 30D | -13.7% | -2.2% | -11.5% | -11.4% |
| 3M | +12.3% | +6.2% | +6.1% | +5.9% |
| 6M | +15.0% | +13.4% | +1.7% | +1.4% |
| YTD | -25.7% | +7.1% | -32.8% | -30.3% |
| 1Y | -39.5% | +12.5% | -52.0% | -46.0% |
| 3Y | +0.9% | +86.2% | -85.3% | -44.3% |
| 5Y | -16.5% | +83.9% | -100.5% | -56.5% |
| All | +29.3% | +130.7% | -101.4% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling