+45.7%
OWL vs SPG
+215.3%
-169.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.1% |
| 7D | -2.2% | -2.4% | +0.1% | -0.8% |
| 30D | +3.7% | -6.8% | +10.5% | +8.3% |
| 3M | +17.5% | +2.7% | +14.8% | +14.8% |
| 6M | +18.5% | +5.5% | +13.1% | +13.7% |
| YTD | -16.3% | +15.7% | -32.0% | -24.7% |
| 1Y | -29.7% | +20.9% | -50.6% | -38.6% |
| 3Y | +14.2% | +112.4% | -98.2% | -29.6% |
| 5Y | +2.5% | +101.4% | -98.9% | -36.5% |
| All | +45.7% | +215.3% | -169.7% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling