-21.5%
OWL vs SGI
+45.7%
-67.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -2.9% |
| 7D | +0.8% | -10.7% | +11.5% | +6.2% |
| 30D | +7.3% | -3.6% | +10.9% | +9.1% |
| 3M | -16.8% | -5.4% | -11.4% | -14.8% |
| 6M | +4.0% | -7.0% | +11.1% | +6.6% |
| YTD | -29.0% | -31.6% | +2.6% | -17.4% |
| 1Y | -29.7% | -33.5% | +3.9% | -17.2% |
| 3Y | -13.5% | +66.5% | -80.0% | -38.6% |
| 5Y | -21.5% | +42.2% | -63.6% | -47.3% |
| All | -21.5% | +45.7% | -67.1% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling