+2.4%
SNOW vs OWL
+38.2%
-35.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.7% | -5.0% |
| 7D | +2.8% | -2.2% | +5.0% | +4.1% |
| 30D | +6.4% | +3.7% | +2.7% | +4.4% |
| 3M | +38.1% | +17.5% | +20.6% | +26.4% |
| 6M | +100.4% | +18.5% | +81.8% | +79.6% |
| YTD | +53.7% | -16.3% | +70.0% | +65.3% |
| 1Y | +52.0% | -29.7% | +81.7% | +75.5% |
| 3Y | +114.7% | +14.2% | +100.5% | +83.4% |
| 5Y | +8.8% | +2.5% | +6.3% | -6.7% |
| All | +2.4% | +38.2% | -35.8% | -13.4% |
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