+10.3%
SLV vs OWL
-28.0%
+38.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.1% | +4.6% |
| 7D | -3.9% | +10.1% | -14.0% | -5.4% |
| 30D | -14.5% | +18.7% | -33.2% | -17.0% |
| 3M | -12.4% | -6.2% | -6.2% | -11.7% |
| 6M | -28.5% | +9.8% | -38.3% | -30.5% |
| YTD | -26.8% | -24.2% | -2.6% | -28.2% |
| 1Y | +10.3% | -26.6% | +36.9% | +8.0% |
| All | +10.3% | -28.0% | +38.4% | +8.0% |
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