+76.5%
SPY vs OWL
+3.8%
+72.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.2% |
| 7D | -0.4% | -6.4% | +6.0% | +1.0% |
| 30D | -1.4% | -5.0% | +3.6% | -0.5% |
| 3M | +3.7% | +15.4% | -11.7% | 0.0% |
| 6M | +13.0% | +15.5% | -2.5% | +8.2% |
| YTD | +12.4% | -22.7% | +35.1% | +18.2% |
| 1Y | +18.5% | -34.1% | +52.6% | +29.1% |
| All | +76.5% | +3.8% | +72.7% | +76.5% |
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