+3.5%
SNOW vs OWL
-15.5%
+19.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.4% | +1.7% |
| 7D | -7.5% | -11.9% | +4.4% | -0.6% |
| 30D | -1.3% | -13.7% | +12.4% | +7.2% |
| 3M | +37.4% | +12.3% | +25.2% | +27.2% |
| 6M | +88.1% | +15.0% | +73.1% | +67.7% |
| YTD | +50.3% | -25.7% | +76.0% | +74.9% |
| 1Y | +46.0% | -39.5% | +85.5% | +88.7% |
| 3Y | +98.7% | +0.9% | +97.8% | +66.8% |
| 5Y | +3.5% | -16.5% | +20.0% | -9.7% |
| All | +3.5% | -15.5% | +19.0% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling