-39.2%
OWL vs SU
+67.3%
-106.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.2% |
| 7D | -10.1% | +2.2% | -12.4% | -9.9% |
| 30D | -11.9% | +8.4% | -20.4% | -11.4% |
| 3M | +10.7% | +12.1% | -1.4% | +11.0% |
| 6M | +22.1% | +19.7% | +2.5% | +22.4% |
| YTD | -24.8% | +58.4% | -83.2% | -27.4% |
| 1Y | -39.2% | +67.2% | -106.4% | -42.2% |
| All | -39.2% | +67.3% | -106.5% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling