+115.3%
SPOT vs OWL
-15.1%
+130.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.3% |
| 7D | -3.1% | -10.1% | +7.1% | +1.2% |
| 30D | +7.4% | -11.9% | +19.3% | +12.8% |
| 3M | +8.2% | +10.7% | -2.5% | +2.1% |
| 6M | +2.2% | +22.1% | -19.9% | -9.1% |
| YTD | -9.5% | -24.8% | +15.3% | -0.7% |
| 1Y | -23.8% | -39.2% | +15.4% | -8.7% |
| 3Y | +233.5% | +1.7% | +231.7% | +168.7% |
| All | +115.3% | -15.1% | +130.4% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling