+23.6%
OWL vs SPG
+255.5%
-231.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.0% |
| 7D | +0.8% | +3.1% | -2.3% | -1.1% |
| 30D | +7.3% | +16.4% | -9.1% | -2.2% |
| 3M | -16.8% | +7.1% | -23.9% | -20.2% |
| 6M | +4.0% | +16.1% | -12.1% | -5.8% |
| YTD | -29.0% | +30.4% | -59.4% | -40.6% |
| 1Y | -29.7% | +33.0% | -62.6% | -41.9% |
| 3Y | -13.5% | +134.6% | -148.2% | -49.8% |
| 5Y | -21.5% | +84.9% | -106.4% | -53.5% |
| All | +23.6% | +255.5% | -231.9% | -33.9% |
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