-16.9%
OWL vs SPMO
+149.5%
-166.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.7% |
| 7D | -10.1% | -0.9% | -9.2% | -9.2% |
| 30D | -11.9% | -1.9% | -10.0% | -10.3% |
| 3M | +10.7% | -1.4% | +12.1% | +9.8% |
| 6M | +22.1% | +25.5% | -3.4% | -11.0% |
| YTD | -24.8% | +24.8% | -49.6% | -44.7% |
| 1Y | -39.2% | +24.5% | -63.7% | -55.1% |
| 3Y | +1.7% | +157.1% | -155.4% | -69.0% |
| All | -16.9% | +149.5% | -166.3% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling