+57.4%
MAR vs OWL
-28.0%
+85.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.7% |
| 7D | +7.7% | +10.1% | -2.4% | +6.6% |
| 30D | +19.4% | +18.7% | +0.7% | +17.1% |
| 3M | +23.3% | -6.2% | +29.5% | +23.8% |
| 6M | +22.8% | +9.8% | +13.1% | +20.3% |
| YTD | +37.8% | -24.2% | +61.9% | +43.4% |
| 1Y | +57.4% | -26.6% | +83.9% | +62.1% |
| All | +57.4% | -28.0% | +85.4% | +62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling