+39.1%
OWL vs SIMO
+591.6%
-552.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.2% | -10.7% | -5.6% |
| 7D | -3.9% | +14.6% | -18.5% | -6.5% |
| 30D | -3.7% | +6.2% | -9.9% | -5.4% |
| 3M | +21.4% | +3.6% | +17.8% | +17.4% |
| 6M | +18.3% | +130.8% | -112.4% | -7.8% |
| YTD | -20.1% | +195.8% | -215.9% | -42.5% |
| 1Y | -32.8% | +225.0% | -257.8% | -53.2% |
| 3Y | +8.6% | +452.3% | -443.7% | -35.4% |
| 5Y | -4.5% | +303.6% | -308.0% | -40.6% |
| All | +39.1% | +591.6% | -552.5% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling