-16.5%
OWL vs SPYG
+82.6%
-99.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.1% | -3.0% |
| 7D | -11.9% | -1.8% | -10.1% | -9.9% |
| 30D | -13.7% | -1.9% | -11.8% | -11.6% |
| 3M | +12.3% | +5.2% | +7.1% | +6.0% |
| 6M | +15.0% | +15.6% | -0.5% | -3.1% |
| YTD | -25.7% | +12.4% | -38.1% | -35.1% |
| 1Y | -39.5% | +17.5% | -56.9% | -49.8% |
| 3Y | +0.9% | +98.1% | -97.2% | -53.8% |
| 5Y | -16.5% | +84.9% | -101.4% | -60.3% |
| All | -16.5% | +82.6% | -99.1% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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