-21.6%
OWL vs SRE
+51.3%
-72.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +1.5% | +1.8% | -0.2% | +0.7% |
| 30D | +13.4% | -3.0% | +16.4% | +15.1% |
| 3M | -21.2% | -7.3% | -14.0% | -18.8% |
| 6M | +4.0% | -11.9% | +15.9% | +9.5% |
| YTD | -29.0% | -7.9% | -21.1% | -27.5% |
| 1Y | -28.4% | -11.1% | -17.3% | -25.6% |
| 3Y | -14.5% | +24.8% | -39.3% | -29.0% |
| All | -21.6% | +51.3% | -72.9% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling