+0.5%
OWL vs SRE
+29.3%
-28.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | -11.9% | -0.7% | -11.2% | -11.7% |
| 30D | -13.7% | -1.7% | -12.0% | -13.4% |
| 3M | +12.3% | -7.1% | +19.3% | +14.7% |
| 6M | +15.0% | -8.4% | +23.4% | +17.8% |
| YTD | -25.7% | -3.5% | -22.2% | -25.8% |
| 1Y | -39.5% | +5.4% | -44.9% | -41.8% |
| All | +0.5% | +29.3% | -28.8% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling