+45.7%
OWL vs SIMO
+551.4%
-505.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -2.3% |
| 7D | -2.2% | +4.2% | -6.5% | -3.1% |
| 30D | +3.7% | +4.1% | -0.4% | +2.1% |
| 3M | +17.5% | -12.9% | +30.4% | +17.6% |
| 6M | +18.5% | +110.3% | -91.8% | -5.7% |
| YTD | -16.3% | +178.6% | -194.9% | -39.1% |
| 1Y | -29.7% | +220.0% | -249.7% | -51.1% |
| 3Y | +14.2% | +409.0% | -394.9% | -31.0% |
| 5Y | +2.5% | +277.3% | -274.8% | -35.5% |
| All | +45.7% | +551.4% | -505.7% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling