+30.9%
OWL vs SITM
+509.9%
-479.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | +0.1% |
| 7D | -10.1% | +3.9% | -14.0% | -10.8% |
| 30D | -11.9% | -6.6% | -5.3% | -11.2% |
| 3M | +10.7% | -11.9% | +22.6% | +10.8% |
| 6M | +22.1% | +81.1% | -59.0% | +1.3% |
| YTD | -24.8% | +80.0% | -104.8% | -38.3% |
| 1Y | -39.2% | +145.8% | -185.0% | -54.6% |
| 3Y | +1.7% | +475.9% | -474.1% | -42.5% |
| 5Y | -15.5% | +189.2% | -204.7% | -50.0% |
| All | +30.9% | +509.9% | -479.0% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling