+45.7%
OWL vs SNAP
-89.8%
+135.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.3% | 0.0% |
| 7D | -2.2% | +0.7% | -3.0% | -2.4% |
| 30D | +3.7% | +2.6% | +1.1% | +3.0% |
| 3M | +17.5% | -9.9% | +27.4% | +18.8% |
| 6M | +18.5% | +1.9% | +16.7% | +16.8% |
| YTD | -16.3% | -32.2% | +15.9% | -11.9% |
| 1Y | -29.7% | -22.8% | -6.9% | -27.8% |
| 3Y | +14.2% | -47.6% | +61.8% | +16.9% |
| 5Y | +2.5% | -92.7% | +95.2% | +17.1% |
| All | +45.7% | -89.8% | +135.5% | +64.6% |
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