+26.6%
OWL vs SNAP
-90.7%
+117.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.4% |
| 7D | -1.2% | -10.6% | +9.4% | +0.8% |
| 30D | +7.6% | -19.7% | +27.3% | +11.6% |
| 3M | -10.7% | -6.5% | -4.1% | -10.0% |
| 6M | +0.9% | -17.8% | +18.6% | +3.3% |
| YTD | -27.3% | -38.0% | +10.7% | -22.4% |
| 1Y | -27.2% | -42.5% | +15.3% | -21.4% |
| 3Y | -11.4% | -55.8% | +44.4% | -6.7% |
| 5Y | -20.0% | -90.5% | +70.6% | -8.7% |
| All | +26.6% | -90.7% | +117.3% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling