+45.7%
OWL vs SFM
+310.3%
-264.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.6% | -1.2% |
| 7D | -2.2% | -0.1% | -2.2% | -2.2% |
| 30D | +3.7% | -4.4% | +8.1% | +4.2% |
| 3M | +17.5% | +1.5% | +16.0% | +16.6% |
| 6M | +18.5% | +6.5% | +12.1% | +16.1% |
| YTD | -16.3% | +2.2% | -18.5% | -17.7% |
| 1Y | -29.7% | -41.9% | +12.2% | -25.1% |
| 3Y | +14.2% | +106.8% | -92.6% | +7.8% |
| 5Y | +2.5% | +231.6% | -229.1% | -3.9% |
| All | +45.7% | +310.3% | -264.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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