-12.3%
OWL vs SN
+397.9%
-410.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.7% |
| 7D | -4.9% | +7.2% | -12.1% | -7.4% |
| 30D | +7.8% | +20.4% | -12.6% | +0.5% |
| 3M | -12.7% | +23.9% | -36.6% | -19.6% |
| 6M | -2.8% | +93.0% | -95.9% | -24.8% |
| YTD | -30.1% | +99.2% | -129.3% | -47.0% |
| 1Y | -29.1% | +142.6% | -171.7% | -50.4% |
| 3Y | -12.3% | +398.8% | -411.1% | -49.1% |
| All | -12.3% | +397.9% | -410.2% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling