-39.2%
OWL vs SNY
-4.5%
-34.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -10.1% | -3.3% | -6.8% | -9.5% |
| 30D | -11.9% | -2.2% | -9.8% | -11.5% |
| 3M | +10.7% | -3.0% | +13.8% | +10.9% |
| 6M | +22.1% | +2.7% | +19.4% | +22.7% |
| YTD | -24.8% | -6.8% | -18.0% | -25.2% |
| 1Y | -39.2% | -5.3% | -33.9% | -38.9% |
| All | -39.2% | -4.5% | -34.7% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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