+196.3%
SE vs OWL
+9.9%
+186.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +2.6% |
| 7D | +0.6% | -3.9% | +4.5% | +1.9% |
| 30D | -0.1% | -3.7% | +3.6% | +1.0% |
| 3M | +34.1% | +21.4% | +12.7% | +24.8% |
| 6M | +23.2% | +18.3% | +4.9% | +14.9% |
| YTD | -11.2% | -20.1% | +8.9% | -5.2% |
| 1Y | -40.5% | -32.8% | -7.8% | -33.0% |
| 3Y | +196.3% | +8.6% | +187.7% | +204.8% |
| All | +196.3% | +9.9% | +186.4% | +204.8% |
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