+46.8%
SNOW vs OWL
-39.4%
+86.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.4% | +0.8% |
| 7D | -7.5% | -11.9% | +4.4% | -3.5% |
| 30D | -1.3% | -13.7% | +12.4% | +3.7% |
| 3M | +37.4% | +12.3% | +25.2% | +32.4% |
| 6M | +88.1% | +15.0% | +73.1% | +77.9% |
| YTD | +50.3% | -25.7% | +76.0% | +61.9% |
| All | +46.8% | -39.4% | +86.2% | +62.9% |
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