-31.9%
OWL vs SNAP
-24.5%
-7.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.3% |
| 7D | -3.9% | +1.5% | -5.4% | -4.4% |
| 30D | -3.7% | +1.9% | -5.5% | -4.5% |
| 3M | +21.4% | -3.9% | +25.3% | +21.0% |
| 6M | +18.3% | +5.2% | +13.1% | +15.4% |
| YTD | -20.1% | -32.7% | +12.6% | -11.5% |
| All | -31.9% | -24.5% | -7.4% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling