+45.7%
OWL vs SM
+477.2%
-431.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.3% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | +3.7% | +26.3% | -22.6% | -0.6% |
| 3M | +17.5% | +8.7% | +8.8% | +14.8% |
| 6M | +18.5% | +51.7% | -33.1% | +7.7% |
| YTD | -16.3% | +99.0% | -115.4% | -28.2% |
| 1Y | -29.7% | +34.6% | -64.3% | -35.3% |
| 3Y | +14.2% | -7.8% | +21.9% | +9.3% |
| 5Y | +2.5% | +104.8% | -102.3% | -7.6% |
| All | +45.7% | +477.2% | -431.5% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling