-14.5%
OWL vs SYF
+159.4%
-173.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.5% |
| 7D | +1.5% | -2.0% | +3.6% | +2.9% |
| 30D | +13.4% | +1.2% | +12.2% | +12.7% |
| 3M | -21.2% | -9.4% | -11.9% | -16.0% |
| 6M | +4.0% | +4.4% | -0.4% | +0.4% |
| YTD | -29.0% | -11.9% | -17.1% | -23.9% |
| 1Y | -28.4% | -0.4% | -28.0% | -29.5% |
| 3Y | -14.5% | +159.6% | -174.1% | -44.5% |
| All | -14.5% | +159.4% | -173.9% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling