-28.2%
OWL vs SNAP
-90.7%
+62.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.8% | -0.2% |
| 7D | -4.9% | -7.1% | +2.2% | -3.6% |
| 30D | +7.8% | -14.6% | +22.4% | +10.9% |
| 3M | -12.7% | -5.0% | -7.7% | -12.3% |
| 6M | -2.8% | -18.8% | +16.0% | -0.1% |
| YTD | -30.1% | -38.5% | +8.5% | -24.8% |
| 1Y | -29.1% | -38.1% | +9.0% | -23.9% |
| 3Y | -12.3% | -53.8% | +41.5% | -8.3% |
| All | -28.2% | -90.7% | +62.5% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling