-27.4%
OWL vs SOLS
+22.7%
-50.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.6% |
| 7D | -3.9% | +4.5% | -8.5% | -4.2% |
| 30D | -3.7% | +6.0% | -9.7% | -4.0% |
| 3M | +21.4% | -19.7% | +41.1% | +21.6% |
| 6M | +18.3% | -10.4% | +28.7% | +16.1% |
| YTD | -20.1% | +33.3% | -53.4% | -25.9% |
| All | -27.4% | +22.7% | -50.1% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling