-16.5%
OWL vs SITM
+176.0%
-192.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.4% |
| 7D | -11.9% | +4.8% | -16.7% | -12.9% |
| 30D | -13.7% | -9.7% | -4.0% | -12.2% |
| 3M | +12.3% | -9.3% | +21.6% | +11.4% |
| 6M | +15.0% | +69.5% | -54.5% | -5.5% |
| YTD | -25.7% | +70.5% | -96.3% | -39.9% |
| 1Y | -39.5% | +145.3% | -184.7% | -56.6% |
| 3Y | +0.9% | +432.8% | -431.9% | -47.2% |
| 5Y | -16.5% | +174.0% | -190.6% | -54.7% |
| All | -16.5% | +176.0% | -192.6% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling