-26.0%
OWL vs SIMO
+80.9%
-106.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.7% | -0.1% | +5.3% |
| 7D | -2.4% | -8.2% | +5.8% | -2.1% |
| 30D | +9.3% | -34.6% | +43.9% | +11.1% |
| 3M | -11.0% | -32.6% | +21.7% | -9.9% |
| 6M | +2.4% | -31.8% | +34.3% | +2.1% |
| YTD | -26.2% | +87.6% | -113.8% | -34.8% |
| All | -26.0% | +80.9% | -106.9% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling