+34.6%
OWL vs SM
+501.6%
-467.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | -6.4% | -0.2% | -6.2% | -6.4% |
| 30D | -5.0% | +20.3% | -25.3% | -8.1% |
| 3M | +15.4% | +22.9% | -7.5% | +10.4% |
| 6M | +15.5% | +47.8% | -32.4% | +5.5% |
| YTD | -22.7% | +107.5% | -130.1% | -34.1% |
| 1Y | -34.1% | +51.7% | -85.8% | -40.6% |
| 3Y | +5.1% | -0.9% | +5.9% | -0.5% |
| 5Y | -11.5% | +112.2% | -123.7% | -20.8% |
| All | +34.6% | +501.6% | -467.0% | +7.6% |
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