-40.9%
SE vs OWL
-29.1%
-11.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -6.1% | -2.2% | -3.8% | -5.6% |
| 30D | -2.5% | +3.7% | -6.1% | -3.4% |
| 3M | +21.7% | +17.5% | +4.2% | +17.3% |
| 6M | +27.0% | +18.5% | +8.5% | +21.5% |
| YTD | -12.1% | -16.3% | +4.2% | -12.6% |
| 1Y | -40.9% | -29.7% | -11.2% | -41.4% |
| All | -40.9% | -29.1% | -11.8% | -41.4% |
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