-28.2%
OWL vs SUI
-26.3%
-1.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | 0.0% |
| 7D | -4.9% | +6.2% | -11.2% | -7.7% |
| 30D | +7.8% | +8.6% | -0.8% | +3.3% |
| 3M | -12.7% | +1.0% | -13.7% | -13.3% |
| 6M | -2.8% | -2.6% | -0.2% | -2.3% |
| YTD | -30.1% | -0.1% | -29.9% | -30.9% |
| 1Y | -29.1% | +0.5% | -29.6% | -30.2% |
| 3Y | -12.3% | +15.3% | -27.5% | -24.5% |
| All | -28.2% | -26.3% | -1.9% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling