+114.1%
SAP vs OWL
+17.3%
+96.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | +1.5% | -0.9% | +0.2% |
| 30D | +6.5% | +13.4% | -6.9% | +2.9% |
| 3M | +12.2% | -21.2% | +33.5% | +18.5% |
| 6M | +46.1% | +4.0% | +42.0% | +43.4% |
| YTD | -1.6% | -29.0% | +27.4% | +5.2% |
| 1Y | -5.1% | -28.4% | +23.3% | +1.1% |
| 3Y | +68.4% | -14.5% | +82.9% | +65.4% |
| 5Y | +79.4% | -21.5% | +100.9% | +65.8% |
| All | +114.1% | +17.3% | +96.8% | +93.0% |
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