-9.4%
OWL vs SPG
+136.6%
-146.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.3% |
| 7D | +1.1% | +5.6% | -4.5% | -2.4% |
| 30D | +10.0% | +17.6% | -7.6% | -0.9% |
| 3M | -8.7% | +7.5% | -16.1% | -12.9% |
| 6M | +3.1% | +18.5% | -15.4% | -8.7% |
| YTD | -25.6% | +30.9% | -56.6% | -39.1% |
| 1Y | -25.5% | +34.1% | -59.6% | -40.0% |
| 3Y | -9.4% | +135.5% | -145.0% | -45.8% |
| All | -9.4% | +136.6% | -146.0% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling