+39.1%
OWL vs SYY
+21.1%
+18.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -3.9% | -2.8% | -1.2% | -3.0% |
| 30D | -3.7% | -5.3% | +1.6% | -1.9% |
| 3M | +21.4% | +5.1% | +16.3% | +19.0% |
| 6M | +18.3% | -5.0% | +23.3% | +19.3% |
| YTD | -20.1% | +10.7% | -30.8% | -24.8% |
| 1Y | -32.8% | +0.7% | -33.5% | -34.2% |
| 3Y | +8.6% | +24.0% | -15.5% | -5.6% |
| 5Y | -4.5% | +19.3% | -23.7% | -12.6% |
| All | +39.1% | +21.1% | +18.0% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SYY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling