-26.6%
OWL vs SGI
-10.7%
-15.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.8% | -3.7% | +1.2% |
| 7D | +10.1% | +12.1% | -1.9% | +6.7% |
| 30D | +18.7% | +12.1% | +6.7% | +15.1% |
| 3M | -6.2% | +0.4% | -6.6% | -6.9% |
| 6M | +9.8% | -4.0% | +13.8% | +8.8% |
| YTD | -24.2% | -21.2% | -2.9% | -22.9% |
| 1Y | -26.6% | -12.1% | -14.5% | -23.9% |
| All | -26.6% | -10.7% | -15.9% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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