+45.7%
OWL vs SYF
+177.0%
-131.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -2.2% | +2.4% | -4.6% | -3.6% |
| 30D | +3.7% | +0.8% | +2.8% | +3.1% |
| 3M | +17.5% | +13.4% | +4.1% | +8.6% |
| 6M | +18.5% | +16.3% | +2.2% | +8.0% |
| YTD | -16.3% | -3.0% | -13.3% | -15.9% |
| 1Y | -29.7% | +5.7% | -35.4% | -32.8% |
| 3Y | +14.2% | +160.1% | -145.9% | -33.2% |
| 5Y | +2.5% | +88.5% | -86.0% | -36.1% |
| All | +45.7% | +177.0% | -131.4% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling