+75.1%
SAP vs OWL
-13.7%
+88.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -0.7% | -4.9% | +4.3% | +0.4% |
| 30D | +11.1% | +7.8% | +3.3% | +8.7% |
| 3M | +17.0% | -12.7% | +29.7% | +20.4% |
| 6M | +34.8% | -2.8% | +37.6% | +34.8% |
| YTD | -2.2% | -30.1% | +27.9% | +5.0% |
| 1Y | -6.4% | -29.1% | +22.6% | -0.1% |
| 3Y | +75.1% | -12.3% | +87.4% | +73.9% |
| All | +75.1% | -13.7% | +88.8% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling