+56.5%
SAP vs OWL
+9.9%
+46.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -0.6% |
| 7D | -0.3% | -3.9% | +3.7% | +0.7% |
| 30D | +2.6% | -3.7% | +6.2% | +3.4% |
| 3M | +16.3% | +21.4% | -5.1% | +10.7% |
| 6M | +6.4% | +18.3% | -12.0% | +1.6% |
| YTD | -11.4% | -20.1% | +8.7% | -7.7% |
| 1Y | -20.4% | -32.8% | +12.4% | -14.3% |
| 3Y | +56.5% | +8.6% | +48.0% | +48.6% |
| All | +56.5% | +9.9% | +46.6% | +48.6% |
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