-27.2%
OWL vs SN
+140.3%
-167.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.0% |
| 7D | -1.2% | +7.6% | -8.7% | -3.8% |
| 30D | +7.6% | +22.4% | -14.9% | +0.1% |
| 3M | -10.7% | +21.7% | -32.3% | -16.7% |
| 6M | +0.9% | +102.8% | -102.0% | -21.3% |
| YTD | -27.3% | +102.4% | -129.7% | -43.1% |
| 1Y | -27.2% | +139.0% | -166.1% | -47.4% |
| All | -27.2% | +140.3% | -167.5% | -47.4% |
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