+4.6%
OWL vs SSNC
+47.5%
-42.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.2% |
| 7D | -6.4% | -3.9% | -2.5% | -3.5% |
| 30D | -5.0% | -0.2% | -4.8% | -4.7% |
| 3M | +15.4% | +15.9% | -0.5% | +2.6% |
| 6M | +15.5% | +7.5% | +8.0% | +9.3% |
| YTD | -22.7% | -8.2% | -14.4% | -16.7% |
| 1Y | -34.1% | -9.3% | -24.7% | -28.3% |
| All | +4.6% | +47.5% | -42.9% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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