-34.1%
OWL vs SIMO
+234.0%
-268.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.3% |
| 7D | -6.4% | +14.5% | -20.9% | -7.2% |
| 30D | -5.0% | +20.4% | -25.4% | -6.3% |
| 3M | +15.4% | +7.1% | +8.3% | +13.4% |
| 6M | +15.5% | +129.2% | -113.8% | +3.4% |
| YTD | -22.7% | +201.9% | -224.6% | -34.5% |
| 1Y | -34.1% | +235.5% | -269.6% | -43.9% |
| All | -34.1% | +234.0% | -268.0% | -43.9% |
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