-8.5%
OWL vs SPY
+81.8%
-90.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -3.7% |
| 7D | -3.9% | +0.5% | -4.5% | -4.7% |
| 30D | -3.7% | -0.9% | -2.7% | -2.1% |
| 3M | +21.4% | +3.9% | +17.5% | +15.0% |
| 6M | +18.3% | +14.5% | +3.8% | -3.3% |
| YTD | -20.1% | +12.9% | -33.0% | -32.9% |
| 1Y | -32.8% | +19.4% | -52.1% | -48.0% |
| 3Y | +8.6% | +78.5% | -69.9% | -52.1% |
| All | -8.5% | +81.8% | -90.4% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling