-28.4%
OWL vs SN
+141.7%
-170.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.1% |
| 7D | +1.5% | +1.5% | 0.0% | +1.0% |
| 30D | +13.4% | +21.5% | -8.1% | +5.7% |
| 3M | -21.2% | +20.0% | -41.3% | -26.3% |
| 6M | +4.0% | +119.9% | -115.9% | -21.2% |
| YTD | -29.0% | +102.3% | -131.3% | -44.7% |
| 1Y | -28.4% | +148.0% | -176.4% | -50.3% |
| All | -28.4% | +141.7% | -170.2% | -50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling