-20.0%
OWL vs SM
-10.9%
-9.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -3.0% | -1.9% |
| 7D | -1.2% | -19.5% | +18.3% | +3.1% |
| 30D | +7.6% | -20.2% | +27.8% | +12.1% |
| 3M | -10.7% | -6.5% | -4.2% | -11.0% |
| 6M | +0.9% | +1.6% | -0.7% | -3.4% |
| YTD | -27.3% | +61.2% | -88.5% | -40.3% |
| 1Y | -27.2% | +65.4% | -92.5% | -40.8% |
| 3Y | -11.4% | -13.0% | +1.6% | -16.5% |
| 5Y | -20.0% | -4.3% | -15.7% | -28.8% |
| All | -20.0% | -10.9% | -9.0% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling