+6.4%
SO vs OWL
-25.8%
+32.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.8% | -2.1% | +2.9% | +0.7% |
| 30D | +7.8% | +11.6% | -3.8% | +8.2% |
| 3M | +2.9% | -13.8% | +16.7% | +1.9% |
| 6M | +2.5% | +7.8% | -5.4% | +2.9% |
| YTD | +10.3% | -25.8% | +36.1% | +7.7% |
| 1Y | +6.4% | -26.5% | +32.8% | +3.3% |
| All | +6.4% | -25.8% | +32.2% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling