+34.6%
OWL vs SU
+353.3%
-318.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.7% |
| 7D | -6.4% | +1.6% | -7.9% | -6.8% |
| 30D | -5.0% | +10.7% | -15.7% | -7.9% |
| 3M | +15.4% | +13.5% | +1.9% | +10.5% |
| 6M | +15.5% | +21.8% | -6.3% | +7.3% |
| YTD | -22.7% | +58.8% | -81.5% | -34.4% |
| 1Y | -34.1% | +72.0% | -106.1% | -45.7% |
| 3Y | +5.1% | +121.7% | -116.6% | -20.8% |
| 5Y | -11.5% | +350.4% | -361.9% | -42.9% |
| All | +34.6% | +353.3% | -318.7% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling