+29.4%
OWL vs SNAP
-90.7%
+120.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +1.1% | -10.6% | +11.6% | +3.1% |
| 30D | +10.0% | -19.7% | +29.8% | +14.2% |
| 3M | -8.7% | -6.5% | -2.1% | -8.0% |
| 6M | +3.1% | -17.8% | +20.9% | +5.6% |
| YTD | -25.6% | -38.0% | +12.4% | -20.7% |
| 1Y | -25.5% | -42.5% | +17.0% | -19.6% |
| 3Y | -9.4% | -55.8% | +46.4% | -4.6% |
| 5Y | -18.2% | -90.5% | +72.4% | -6.6% |
| All | +29.4% | -90.7% | +120.1% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling