-5.9%
SAP vs OWL
-28.0%
+22.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.4% |
| 7D | +1.3% | +10.1% | -8.8% | -1.3% |
| 30D | +15.5% | +18.7% | -3.2% | +10.2% |
| 3M | +22.8% | -6.2% | +29.0% | +24.5% |
| 6M | +42.5% | +9.8% | +32.7% | +38.7% |
| YTD | +0.5% | -24.2% | +24.7% | +7.1% |
| 1Y | -5.9% | -26.6% | +20.6% | +0.5% |
| All | -5.9% | -28.0% | +22.1% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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