+7.5%
OWL vs SN
+496.6%
-489.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.8% |
| 7D | -3.9% | +0.1% | -4.1% | -4.0% |
| 30D | -3.7% | -5.6% | +1.9% | -1.9% |
| 3M | +21.4% | +48.1% | -26.7% | +7.2% |
| 6M | +18.3% | +57.6% | -39.3% | +2.1% |
| YTD | -20.1% | +56.5% | -76.6% | -31.1% |
| 1Y | -32.8% | +52.6% | -85.3% | -41.8% |
| 3Y | +8.6% | +412.0% | -403.4% | -19.5% |
| All | +7.5% | +496.6% | -489.2% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling