-13.1%
OWL vs SPXU
-85.8%
+72.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -2.5% |
| 7D | -6.4% | +1.3% | -7.6% | -5.7% |
| 30D | -5.0% | +5.1% | -10.1% | -2.1% |
| 3M | +15.4% | -9.1% | +24.5% | +11.7% |
| 6M | +15.5% | -29.6% | +45.1% | -0.3% |
| YTD | -22.7% | -27.7% | +5.0% | -31.4% |
| 1Y | -34.1% | -37.0% | +2.9% | -44.7% |
| 3Y | +5.1% | -80.2% | +85.2% | -40.6% |
| All | -13.1% | -85.8% | +72.7% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling