+23.6%
OWL vs SNAP
-90.2%
+113.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +1.5% | +6.0% | -4.5% | +0.5% |
| 30D | +13.4% | -13.8% | +27.2% | +16.2% |
| 3M | -21.2% | -0.8% | -20.5% | -21.6% |
| 6M | +4.0% | -6.2% | +10.3% | +4.0% |
| YTD | -29.0% | -34.8% | +5.8% | -25.0% |
| 1Y | -28.4% | -38.7% | +10.3% | -23.6% |
| 3Y | -14.5% | -53.5% | +38.9% | -10.8% |
| 5Y | -21.5% | -90.2% | +68.8% | -11.1% |
| All | +23.6% | -90.2% | +113.8% | +40.1% |
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