-26.6%
OWL vs M
+36.6%
-63.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.6% | -4.5% | +0.8% |
| 7D | +10.1% | +8.3% | +1.9% | +7.5% |
| 30D | +18.7% | +14.2% | +4.6% | +14.1% |
| 3M | -6.2% | -1.1% | -5.1% | -6.5% |
| 6M | +9.8% | +36.6% | -26.8% | +0.2% |
| YTD | -24.2% | +19.8% | -44.0% | -28.9% |
| 1Y | -26.6% | +37.2% | -63.8% | -35.2% |
| All | -26.6% | +36.6% | -63.1% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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