-16.9%
OWL vs SNY
+9.4%
-26.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.3% |
| 6M | +22.1% | +2.7% | +19.4% | +21.5% |
| YTD | -24.8% | -6.8% | -18.0% | -24.0% |
| 1Y | -39.2% | -5.3% | -33.9% | -38.9% |
| 3Y | +1.7% | -9.8% | +11.5% | +1.9% |
| All | -16.9% | +9.4% | -26.3% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling