+0.5%
OWL vs SPMO
+154.5%
-154.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.1% | -2.3% |
| 7D | -11.9% | +0.1% | -12.0% | -12.0% |
| 30D | -13.7% | -0.7% | -13.0% | -13.3% |
| 3M | +12.3% | +2.8% | +9.4% | +6.3% |
| 6M | +15.0% | +24.4% | -9.4% | -13.6% |
| YTD | -25.7% | +24.2% | -49.9% | -44.0% |
| 1Y | -39.5% | +24.5% | -64.0% | -54.4% |
| All | +0.5% | +154.5% | -154.0% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling