-28.4%
OWL vs SPY
+12.1%
-40.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.6% |
| 7D | +1.5% | +2.6% | -1.1% | -2.5% |
| 30D | +13.4% | -2.0% | +15.4% | +16.9% |
| 3M | -21.2% | -2.8% | -18.5% | -17.5% |
| 6M | +4.0% | +2.1% | +1.9% | +1.2% |
| YTD | -29.0% | +11.5% | -40.5% | -36.5% |
| 1Y | -28.4% | +13.5% | -41.9% | -37.6% |
| All | -28.4% | +12.1% | -40.5% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling