-44.2%
SE vs OWL
+24.2%
-68.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -2.0% |
| 7D | -5.2% | -10.1% | +4.9% | +0.1% |
| 30D | -17.1% | -11.9% | -5.1% | -11.9% |
| 3M | +24.0% | +10.7% | +13.3% | +15.9% |
| 6M | +21.0% | +22.1% | -1.2% | +5.6% |
| YTD | -16.7% | -24.8% | +8.1% | -5.9% |
| 1Y | -45.9% | -39.2% | -6.7% | -32.4% |
| 3Y | +177.8% | +1.7% | +176.1% | +128.0% |
| 5Y | -67.4% | -15.5% | -51.9% | -72.5% |
| All | -44.2% | +24.2% | -68.4% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling