+30.9%
OWL vs SRE
+54.9%
-24.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | -10.1% | -0.8% | -9.3% | -9.9% |
| 30D | -11.9% | -3.0% | -8.9% | -11.2% |
| 3M | +10.7% | -8.3% | +19.0% | +14.0% |
| 6M | +22.1% | -8.9% | +31.0% | +25.7% |
| YTD | -24.8% | -4.3% | -20.5% | -24.5% |
| 1Y | -39.2% | +2.7% | -41.9% | -40.9% |
| 3Y | +1.7% | +28.7% | -26.9% | -12.9% |
| 5Y | -15.5% | +47.1% | -62.6% | -26.8% |
| All | +30.9% | +54.9% | -24.0% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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