+12.5%
OWL vs SN
+490.7%
-478.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.4% |
| 7D | -2.2% | -9.3% | +7.1% | +0.7% |
| 30D | +3.7% | -4.8% | +8.5% | +5.3% |
| 3M | +17.5% | +40.4% | -22.9% | +5.5% |
| 6M | +18.5% | +50.9% | -32.4% | +3.7% |
| YTD | -16.3% | +54.9% | -71.3% | -27.6% |
| 1Y | -29.7% | +43.0% | -72.8% | -37.9% |
| 3Y | +14.2% | +391.8% | -377.7% | -15.2% |
| All | +12.5% | +490.7% | -478.1% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling