-26.6%
OWL vs SM
+70.4%
-97.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -15.3% | +18.4% | +1.5% |
| 7D | +10.1% | -21.5% | +31.6% | +7.7% |
| 30D | +18.7% | -11.4% | +30.1% | +17.3% |
| 3M | -6.2% | +0.6% | -6.8% | -6.3% |
| 6M | +9.8% | +0.2% | +9.5% | +9.2% |
| YTD | -24.2% | +69.7% | -93.8% | -30.6% |
| 1Y | -26.6% | +71.6% | -98.1% | -32.9% |
| All | -26.6% | +70.4% | -97.0% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling