+94.8%
SNOW vs OWL
+3.8%
+91.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | +0.3% |
| 7D | +8.4% | -6.4% | +14.8% | +11.8% |
| 30D | -1.0% | -5.0% | +4.0% | +1.2% |
| 3M | +38.3% | +15.4% | +22.9% | +28.8% |
| 6M | +81.3% | +15.5% | +65.8% | +66.2% |
| YTD | +51.1% | -22.7% | +73.8% | +68.9% |
| 1Y | +47.0% | -34.1% | +81.0% | +74.6% |
| All | +94.8% | +3.8% | +91.0% | +70.3% |
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