-26.6%
OWL vs SPMO
+11.0%
-37.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | +10.1% | -8.9% | +19.0% | +14.2% |
| 30D | +18.7% | -13.8% | +32.5% | +26.3% |
| 3M | -6.2% | -12.5% | +6.3% | -1.0% |
| 6M | +9.8% | -1.5% | +11.3% | +3.7% |
| YTD | -24.2% | +11.3% | -35.5% | -32.6% |
| 1Y | -26.6% | +11.5% | -38.0% | -34.8% |
| All | -26.6% | +11.0% | -37.5% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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