+30.9%
OWL vs SPXU
-93.1%
+124.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.7% | +0.1% |
| 7D | -10.1% | +2.5% | -12.6% | -8.9% |
| 30D | -11.9% | +4.2% | -16.1% | -9.7% |
| 3M | +10.7% | -9.3% | +20.0% | +7.2% |
| 6M | +22.1% | -30.7% | +52.8% | +5.5% |
| YTD | -24.8% | -28.1% | +3.3% | -33.0% |
| 1Y | -39.2% | -35.2% | -4.0% | -47.8% |
| 3Y | +1.7% | -79.9% | +81.7% | -39.7% |
| 5Y | -15.5% | -86.4% | +70.9% | -48.4% |
| All | +30.9% | -93.1% | +124.0% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling