+52.5%
SO vs OWL
-9.3%
+61.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.6% | -4.3% | +1.5% |
| 7D | -1.1% | -2.4% | +1.3% | -1.2% |
| 30D | +8.6% | +9.3% | -0.7% | +8.9% |
| 3M | +1.8% | -11.0% | +12.7% | +1.3% |
| 6M | +3.6% | +2.4% | +1.2% | +3.8% |
| YTD | +9.9% | -26.2% | +36.1% | +8.9% |
| 1Y | +5.7% | -27.4% | +33.2% | +4.7% |
| 3Y | +52.5% | -8.7% | +61.2% | +52.1% |
| All | +52.5% | -9.3% | +61.8% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling