+11.1%
SMR vs OWL
+11.3%
-0.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -4.5% | +19.8% | +18.3% |
| 7D | +21.4% | -3.9% | +25.3% | +24.0% |
| 30D | +13.8% | -3.7% | +17.5% | +16.3% |
| 3M | +3.9% | +21.4% | -17.5% | -9.5% |
| 6M | -4.2% | +18.3% | -22.5% | -15.5% |
| YTD | -21.1% | -20.1% | -1.0% | -9.6% |
| 1Y | -67.1% | -32.8% | -34.3% | -58.0% |
| 3Y | +88.9% | +8.6% | +80.3% | +113.8% |
| All | +11.1% | +11.3% | -0.2% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling