-16.5%
SOUN vs OWL
+2.9%
-19.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -1.3% |
| 7D | -7.1% | -10.1% | +3.0% | +1.1% |
| 30D | -15.4% | -11.9% | -3.5% | -6.6% |
| 3M | -10.6% | +10.7% | -21.3% | -18.6% |
| 6M | -19.6% | +22.1% | -41.8% | -33.6% |
| YTD | -37.2% | -24.8% | -12.4% | -22.6% |
| 1Y | -57.1% | -39.2% | -17.9% | -37.5% |
| 3Y | +178.2% | +1.7% | +176.5% | +171.1% |
| All | -16.5% | +2.9% | -19.4% | -16.3% |
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 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