-5.1%
SAP vs OWL
-29.0%
+23.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.7% |
| 3M | +12.2% | -21.2% | +33.5% | +18.9% |
| 6M | +46.1% | +4.0% | +42.0% | +44.0% |
| YTD | -1.6% | -29.0% | +27.4% | +6.2% |
| 1Y | -5.1% | -28.4% | +23.3% | +1.8% |
| All | -5.1% | -29.0% | +23.9% | +1.8% |
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