+67.0%
MAR vs OWL
+3.8%
+63.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.7% |
| 7D | -0.5% | -6.4% | +5.9% | +1.2% |
| 30D | -4.7% | -5.0% | +0.3% | -3.7% |
| 3M | -15.6% | +15.4% | -31.0% | -19.7% |
| 6M | +1.2% | +15.5% | -14.3% | -4.7% |
| YTD | +7.5% | -22.7% | +30.2% | +14.7% |
| 1Y | +26.6% | -34.1% | +60.7% | +41.4% |
| All | +67.0% | +3.8% | +63.2% | +59.3% |
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