-26.5%
OWL vs SM
+72.9%
-99.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | +0.4% |
| 7D | -2.1% | +0.3% | -2.5% | -2.1% |
| 30D | +11.6% | -17.3% | +28.9% | +9.6% |
| 3M | -13.8% | -3.6% | -10.2% | -14.1% |
| 6M | +7.8% | +2.9% | +4.9% | +7.3% |
| YTD | -25.8% | +70.2% | -96.0% | -31.9% |
| 1Y | -26.5% | +66.5% | -93.0% | -31.4% |
| All | -26.5% | +72.9% | -99.4% | -31.4% |
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