-48.0%
SE vs OWL
-30.3%
-17.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.9% |
| 7D | -1.5% | +0.8% | -2.3% | -1.8% |
| 30D | -22.3% | +7.3% | -29.7% | -23.9% |
| 3M | -41.8% | -16.8% | -25.0% | -38.9% |
| 6M | -22.4% | +4.0% | -26.4% | -23.1% |
| YTD | -41.6% | -29.0% | -12.6% | -37.1% |
| 1Y | -48.0% | -29.7% | -18.4% | -43.6% |
| All | -48.0% | -30.3% | -17.7% | -43.6% |
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 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