+60.7%
SE vs OWL
-8.9%
+69.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -7.7% | -2.1% | -5.6% | -7.1% |
| 30D | -22.8% | +11.6% | -34.4% | -25.8% |
| 3M | -43.7% | -13.8% | -29.9% | -41.2% |
| 6M | -12.8% | +7.8% | -20.7% | -15.7% |
| YTD | -42.0% | -25.8% | -16.2% | -36.7% |
| 1Y | -48.0% | -26.5% | -21.5% | -43.2% |
| All | +60.7% | -8.9% | +69.7% | +113.6% |
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