+15.6%
OWL vs SIMO
+432.2%
-416.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -2.3% |
| 7D | -2.2% | +4.2% | -6.5% | -3.0% |
| 30D | +3.7% | +4.1% | -0.4% | +2.1% |
| 3M | +17.5% | -12.9% | +30.4% | +17.5% |
| 6M | +18.5% | +110.3% | -91.8% | -9.1% |
| YTD | -16.3% | +178.6% | -194.9% | -43.5% |
| 1Y | -29.7% | +220.0% | -249.7% | -56.0% |
| All | +15.6% | +432.2% | -416.6% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling