+29.2%
OWL vs SM
+393.6%
-364.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | -1.1% |
| 7D | -2.1% | +0.3% | -2.5% | -2.2% |
| 30D | +11.6% | -17.3% | +28.9% | +14.3% |
| 3M | -13.8% | -3.6% | -10.2% | -14.3% |
| 6M | +7.8% | +2.9% | +4.9% | +4.8% |
| YTD | -25.8% | +70.2% | -96.0% | -35.3% |
| 1Y | -26.5% | +66.5% | -93.0% | -35.7% |
| 3Y | -9.6% | -8.2% | -1.4% | -13.6% |
| 5Y | -20.8% | -1.5% | -19.4% | -26.1% |
| All | +29.2% | +393.6% | -364.4% | +5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling