-12.4%
SOUN vs OWL
+9.3%
-21.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | +1.1% |
| 7D | -4.1% | -3.9% | -0.1% | -1.0% |
| 30D | -18.1% | -3.7% | -14.4% | -15.9% |
| 3M | -12.3% | +21.4% | -33.7% | -25.9% |
| 6M | -18.6% | +18.3% | -36.9% | -30.9% |
| YTD | -34.1% | -20.1% | -14.0% | -22.6% |
| 1Y | -57.0% | -32.8% | -24.3% | -42.6% |
| 3Y | +185.7% | +8.6% | +177.1% | +164.4% |
| All | -12.4% | +9.3% | -21.7% | -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 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