+21.7%
OWL vs SIMO
+313.8%
-292.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.4% |
| 7D | -4.9% | -22.0% | +17.1% | -1.4% |
| 30D | +7.8% | -43.0% | +50.8% | +17.3% |
| 3M | -12.7% | -39.1% | +26.5% | -7.2% |
| 6M | -2.8% | -33.3% | +30.5% | -1.5% |
| YTD | -30.1% | +77.0% | -107.0% | -46.0% |
| 1Y | -29.1% | +73.0% | -102.1% | -44.9% |
| 3Y | -12.3% | +215.7% | -228.0% | -43.4% |
| 5Y | -27.5% | +155.6% | -183.2% | -51.7% |
| All | +21.7% | +313.8% | -292.1% | -21.3% |
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