-4.5%
OWL vs SM
+111.2%
-115.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.1% | -5.3% |
| 7D | -3.9% | -0.2% | -3.8% | -4.0% |
| 30D | -3.7% | +31.5% | -35.2% | -10.1% |
| 3M | +21.4% | +17.3% | +4.1% | +15.3% |
| 6M | +18.3% | +48.5% | -30.2% | +3.8% |
| YTD | -20.1% | +106.3% | -126.4% | -36.6% |
| 1Y | -32.8% | +47.3% | -80.1% | -41.7% |
| 3Y | +8.6% | -1.4% | +10.0% | +0.8% |
| 5Y | -4.5% | +114.0% | -118.5% | -27.2% |
| All | -4.5% | +111.2% | -115.7% | -27.2% |
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