-39.5%
OWL vs SYF
+0.9%
-40.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -2.4% |
| 7D | -11.9% | -5.5% | -6.4% | -8.6% |
| 30D | -13.7% | -3.9% | -9.9% | -11.6% |
| 3M | +12.3% | +8.9% | +3.3% | +5.3% |
| 6M | +15.0% | +16.2% | -1.2% | +3.4% |
| YTD | -25.7% | -8.4% | -17.3% | -23.3% |
| 1Y | -39.5% | +2.6% | -42.1% | -44.9% |
| All | -39.5% | +0.9% | -40.4% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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