+82.8%
SO vs OWL
+38.2%
+44.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | -0.2% | -2.2% | +2.1% | -0.1% |
| 30D | -4.6% | +3.7% | -8.3% | -4.6% |
| 3M | -3.0% | +17.5% | -20.6% | -3.3% |
| 6M | -8.3% | +18.5% | -26.8% | -8.6% |
| YTD | +3.5% | -16.3% | +19.9% | +4.0% |
| 1Y | -0.9% | -29.7% | +28.8% | -0.1% |
| 3Y | +45.4% | +14.2% | +31.2% | +40.8% |
| 5Y | +59.6% | +2.5% | +57.1% | +52.3% |
| All | +82.8% | +38.2% | +44.6% | +74.3% |
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 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