-12.3%
OWL vs SUI
+15.1%
-27.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -4.9% | +6.2% | -11.2% | -6.3% |
| 30D | +7.8% | +8.6% | -0.8% | +5.7% |
| 3M | -12.7% | +1.0% | -13.7% | -13.0% |
| 6M | -2.8% | -2.6% | -0.2% | -2.7% |
| YTD | -30.1% | -0.1% | -29.9% | -30.5% |
| 1Y | -29.1% | +0.5% | -29.6% | -29.6% |
| 3Y | -12.3% | +15.3% | -27.5% | -16.3% |
| All | -12.3% | +15.1% | -27.4% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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