+34.6%
OWL vs SPG
+211.3%
-176.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -1.7% |
| 7D | -6.4% | -1.7% | -4.7% | -5.4% |
| 30D | -5.0% | -6.3% | +1.3% | -1.2% |
| 3M | +15.4% | -2.4% | +17.9% | +16.5% |
| 6M | +15.5% | +9.6% | +5.9% | +7.9% |
| YTD | -22.7% | +14.2% | -36.9% | -29.8% |
| 1Y | -34.1% | +19.3% | -53.4% | -41.9% |
| 3Y | +5.1% | +106.7% | -101.6% | -34.2% |
| 5Y | -11.5% | +104.2% | -115.7% | -44.9% |
| All | +34.6% | +211.3% | -176.6% | -21.9% |
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