-32.5%
OWL vs SOLS
+17.1%
-49.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -3.8% |
| 7D | -11.9% | +0.3% | -12.2% | -11.9% |
| 30D | -13.7% | +0.9% | -14.6% | -13.8% |
| 3M | +12.3% | -20.7% | +32.9% | +12.4% |
| 6M | +15.0% | -17.7% | +32.7% | +13.8% |
| YTD | -25.7% | +27.1% | -52.9% | -30.9% |
| All | -32.5% | +17.1% | -49.6% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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