+83.3%
SO vs OWL
+27.7%
+55.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.7% |
| 7D | 0.0% | -6.4% | +6.4% | +0.1% |
| 30D | -2.5% | -5.0% | +2.5% | -2.4% |
| 3M | -4.2% | +15.4% | -19.6% | -4.4% |
| 6M | -7.7% | +15.5% | -23.1% | -8.0% |
| YTD | +3.8% | -22.7% | +26.5% | +4.4% |
| 1Y | +0.1% | -34.1% | +34.1% | +1.0% |
| 3Y | +44.2% | +5.1% | +39.1% | +39.9% |
| 5Y | +57.9% | -11.5% | +69.3% | +50.7% |
| All | +83.3% | +27.7% | +55.6% | +74.9% |
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 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