+1.5%
SMR vs OWL
+3.5%
-2.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.0% | -1.6% | -2.9% |
| 7D | +4.7% | -11.9% | +16.6% | +13.5% |
| 30D | +3.2% | -13.7% | +17.0% | +13.5% |
| 3M | +9.9% | +12.3% | -2.3% | +1.0% |
| 6M | -15.1% | +15.0% | -30.1% | -23.5% |
| YTD | -27.9% | -25.7% | -2.2% | -13.2% |
| 1Y | -70.2% | -39.5% | -30.7% | -59.2% |
| 3Y | +72.5% | +0.9% | +71.6% | +105.2% |
| All | +1.5% | +3.5% | -2.0% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling