+39.1%
OWL vs SSNC
+21.1%
+17.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.8% | -0.7% | -1.5% |
| 7D | -3.9% | -1.8% | -2.2% | -2.6% |
| 30D | -3.7% | +1.9% | -5.6% | -4.9% |
| 3M | +21.4% | +18.4% | +3.0% | +5.6% |
| 6M | +18.3% | +7.0% | +11.4% | +11.6% |
| YTD | -20.1% | -6.9% | -13.2% | -15.7% |
| 1Y | -32.8% | -8.2% | -24.6% | -28.4% |
| 3Y | +8.6% | +50.5% | -42.0% | -21.4% |
| 5Y | -4.5% | +17.4% | -21.8% | -20.5% |
| All | +39.1% | +21.1% | +17.9% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling