-53.7%
SMR vs OWL
-1.1%
-52.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -8.3% | +1.5% | -9.8% | -9.0% |
| 30D | -20.1% | +13.4% | -33.5% | -26.7% |
| 3M | -52.7% | -21.2% | -31.5% | -44.8% |
| 6M | -61.0% | +4.0% | -65.1% | -62.4% |
| YTD | -67.1% | -29.0% | -38.1% | -59.3% |
| 1Y | -79.9% | -28.4% | -51.4% | -75.1% |
| 3Y | +101.7% | -14.5% | +116.3% | +155.9% |
| All | -53.7% | -1.1% | -52.6% | -46.6% |
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 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