+29.3%
OWL vs SPY
+122.3%
-93.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.1% |
| 7D | -11.9% | -2.0% | -9.9% | -9.2% |
| 30D | -13.7% | -1.7% | -12.1% | -11.4% |
| 3M | +12.3% | +4.7% | +7.5% | +5.5% |
| 6M | +15.0% | +12.5% | +2.5% | -2.5% |
| YTD | -25.7% | +11.7% | -37.5% | -36.0% |
| 1Y | -39.5% | +17.5% | -57.0% | -51.4% |
| 3Y | +0.9% | +76.6% | -75.6% | -52.2% |
| 5Y | -16.5% | +82.0% | -98.6% | -62.0% |
| All | +29.3% | +122.3% | -93.0% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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