+94.2%
SO vs OWL
+17.3%
+76.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.4% | +1.5% | -0.2% | +1.3% |
| 30D | +4.7% | +13.4% | -8.7% | +4.5% |
| 3M | +1.7% | -21.2% | +22.9% | +2.0% |
| 6M | +2.2% | +4.0% | -1.9% | +2.0% |
| YTD | +10.0% | -29.0% | +39.0% | +10.7% |
| 1Y | +6.0% | -28.4% | +34.5% | +6.6% |
| 3Y | +54.1% | -14.5% | +68.6% | +50.9% |
| 5Y | +79.6% | -21.5% | +101.1% | +71.6% |
| All | +94.2% | +17.3% | +76.9% | +85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling