+82.6%
SMR vs OWL
+3.8%
+78.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -0.5% |
| 7D | +13.1% | -6.4% | +19.5% | +19.1% |
| 30D | +17.8% | -5.0% | +22.7% | +22.3% |
| 3M | +8.1% | +15.4% | -7.3% | -6.4% |
| 6M | -11.1% | +15.5% | -26.6% | -24.1% |
| YTD | -23.7% | -22.7% | -1.0% | -4.9% |
| 1Y | -69.4% | -34.1% | -35.4% | -56.2% |
| All | +82.6% | +3.8% | +78.8% | +81.0% |
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 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