-4.5%
OWL vs SN
+671.3%
-675.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.9% |
| 7D | +1.5% | +1.5% | 0.0% | +1.1% |
| 30D | +13.4% | +21.5% | -8.1% | +6.8% |
| 3M | -21.2% | +20.0% | -41.3% | -25.7% |
| 6M | +4.0% | +119.9% | -115.9% | -18.7% |
| YTD | -29.0% | +102.3% | -131.3% | -43.5% |
| 1Y | -28.4% | +148.0% | -176.4% | -46.5% |
| 3Y | -14.5% | +450.0% | -464.5% | -41.6% |
| All | -4.5% | +671.3% | -675.8% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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