+177.2%
MAR vs OWL
+38.2%
+139.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -4.2% | -2.2% | -1.9% | -3.6% |
| 30D | -6.7% | +3.7% | -10.4% | -7.9% |
| 3M | -12.5% | +17.5% | -30.0% | -17.1% |
| 6M | +0.6% | +18.5% | -18.0% | -5.8% |
| YTD | +9.1% | -16.3% | +25.4% | +12.8% |
| 1Y | +26.2% | -29.7% | +55.9% | +36.4% |
| 3Y | +68.2% | +14.2% | +54.0% | +55.1% |
| 5Y | +163.9% | +2.5% | +161.4% | +138.4% |
| All | +177.2% | +38.2% | +139.0% | +140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling