-26.5%
OWL vs SPG
+33.2%
-59.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.1% | +2.7% | -4.9% | -3.3% |
| 30D | +11.6% | +16.6% | -5.0% | +5.3% |
| 3M | -13.8% | +8.1% | -21.9% | -16.9% |
| 6M | +7.8% | +19.3% | -11.5% | -1.2% |
| YTD | -25.8% | +31.1% | -56.9% | -34.1% |
| All | -26.5% | +33.2% | -59.7% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling