-67.0%
SE vs OWL
-3.7%
-63.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +3.8% |
| 7D | +0.6% | -3.9% | +4.5% | +2.9% |
| 30D | -0.1% | -3.7% | +3.6% | +1.7% |
| 3M | +34.1% | +21.4% | +12.7% | +17.1% |
| 6M | +23.2% | +18.3% | +4.9% | +7.2% |
| YTD | -11.2% | -20.1% | +8.9% | -1.2% |
| 1Y | -40.5% | -32.8% | -7.8% | -27.6% |
| 3Y | +196.3% | +8.6% | +187.7% | +105.3% |
| 5Y | -67.0% | -4.5% | -62.6% | -75.4% |
| All | -67.0% | -3.7% | -63.3% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling