-14.5%
OWL vs SRE
+24.6%
-39.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +1.5% | +1.8% | -0.2% | +0.9% |
| 30D | +13.4% | -3.0% | +16.4% | +14.7% |
| 3M | -21.2% | -7.3% | -14.0% | -19.3% |
| 6M | +4.0% | -11.9% | +15.9% | +8.3% |
| YTD | -29.0% | -7.9% | -21.1% | -27.9% |
| 1Y | -28.4% | -11.1% | -17.3% | -26.2% |
| 3Y | -14.5% | +24.8% | -39.3% | -22.3% |
| All | -14.5% | +24.6% | -39.1% | -22.3% |
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