+28.5%
OWL vs SIMO
+338.7%
-310.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.7% | -0.1% | +4.7% |
| 7D | -2.4% | -8.2% | +5.8% | -1.3% |
| 30D | +9.3% | -34.6% | +43.9% | +16.3% |
| 3M | -11.0% | -32.6% | +21.7% | -7.0% |
| 6M | +2.4% | -31.8% | +34.3% | +3.7% |
| YTD | -26.2% | +87.6% | -113.8% | -43.5% |
| 1Y | -27.4% | +86.7% | -114.1% | -44.4% |
| 3Y | -8.7% | +227.4% | -236.1% | -41.4% |
| 5Y | -19.3% | +173.0% | -192.3% | -46.8% |
| All | +28.5% | +338.7% | -310.1% | -17.7% |
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