+96.1%
SAP vs OWL
+38.2%
+57.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.9% | -2.2% | -0.7% | -2.3% |
| 30D | +9.0% | +3.7% | +5.3% | +8.0% |
| 3M | +14.9% | +17.5% | -2.6% | +10.1% |
| 6M | +11.9% | +18.5% | -6.6% | +6.4% |
| YTD | -9.9% | -16.3% | +6.4% | -7.0% |
| 1Y | -19.5% | -29.7% | +10.2% | -14.0% |
| 3Y | +61.8% | +14.2% | +47.6% | +48.3% |
| 5Y | +56.2% | +2.5% | +53.7% | +38.7% |
| All | +96.1% | +38.2% | +57.9% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling