+23.6%
OWL vs SIMO
+357.8%
-334.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.1% | -3.9% |
| 7D | +0.8% | +14.9% | -14.0% | -1.5% |
| 30D | +7.3% | -27.0% | +34.3% | +12.0% |
| 3M | -16.8% | -25.4% | +8.5% | -14.6% |
| 6M | +4.0% | -30.3% | +34.3% | +5.0% |
| YTD | -29.0% | +95.8% | -124.8% | -46.1% |
| 1Y | -29.7% | +100.0% | -129.7% | -46.9% |
| 3Y | -13.5% | +238.3% | -251.8% | -44.8% |
| 5Y | -21.5% | +187.6% | -209.0% | -48.6% |
| All | +23.6% | +357.8% | -334.2% | -21.5% |
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