+24.1%
SYK vs OWL
+22.7%
+1.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.2% |
| 7D | -12.3% | -11.9% | -0.4% | -10.2% |
| 30D | -22.4% | -13.7% | -8.7% | -20.3% |
| 3M | -12.3% | +12.3% | -24.6% | -14.4% |
| 6M | -24.3% | +15.0% | -39.3% | -27.0% |
| YTD | -22.8% | -25.7% | +3.0% | -19.1% |
| 1Y | -28.8% | -39.5% | +10.7% | -22.6% |
| 3Y | -4.0% | +0.9% | -4.9% | -9.2% |
| 5Y | +3.8% | -16.5% | +20.4% | -3.2% |
| All | +24.1% | +22.7% | +1.4% | +10.9% |
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