+113.4%
SAP vs OWL
+22.6%
+90.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -2.5% | -2.1% | -0.3% | -2.1% |
| 30D | +7.5% | +11.6% | -4.1% | +4.2% |
| 3M | +11.6% | -13.8% | +25.4% | +15.3% |
| 6M | +37.6% | +7.8% | +29.8% | +34.0% |
| YTD | -2.0% | -25.8% | +23.8% | +3.8% |
| 1Y | -6.4% | -26.5% | +20.1% | -0.8% |
| 3Y | +67.7% | -9.6% | +77.3% | +62.6% |
| 5Y | +75.7% | -20.8% | +96.6% | +60.9% |
| All | +113.4% | +22.6% | +90.8% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling