+175.7%
MAR vs OWL
+24.2%
+151.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | -0.5% | -10.1% | +9.6% | +2.3% |
| 30D | -5.4% | -11.9% | +6.5% | -2.3% |
| 3M | -15.5% | +10.7% | -26.2% | -18.7% |
| 6M | +3.0% | +22.1% | -19.2% | -4.6% |
| YTD | +8.5% | -24.8% | +33.3% | +15.4% |
| 1Y | +26.0% | -39.2% | +65.1% | +41.8% |
| 3Y | +68.6% | +1.7% | +66.9% | +60.4% |
| 5Y | +157.4% | -15.5% | +172.9% | +140.3% |
| All | +175.7% | +24.2% | +151.5% | +146.0% |
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 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