+29.2%
OWL vs SPG
+257.2%
-228.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -2.1% | +2.7% | -4.9% | -3.7% |
| 30D | +11.6% | +16.6% | -5.0% | +1.6% |
| 3M | -13.8% | +8.1% | -21.9% | -17.8% |
| 6M | +7.8% | +19.3% | -11.5% | -4.1% |
| YTD | -25.8% | +31.1% | -56.9% | -38.1% |
| 1Y | -26.5% | +32.8% | -59.3% | -39.2% |
| 3Y | -9.6% | +135.8% | -145.4% | -47.7% |
| 5Y | -20.8% | +85.1% | -105.9% | -53.2% |
| All | +29.2% | +257.2% | -228.1% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling