+29.4%
OWL vs M
+173.3%
-143.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +1.1% | +5.0% | -3.9% | 0.0% |
| 30D | +10.0% | +10.6% | -0.6% | +7.6% |
| 3M | -8.7% | +1.6% | -10.2% | -9.1% |
| 6M | +3.1% | +30.8% | -27.7% | -3.3% |
| YTD | -25.6% | +16.9% | -42.5% | -28.8% |
| 1Y | -25.5% | +26.3% | -51.8% | -30.0% |
| 3Y | -9.4% | +158.6% | -168.0% | -29.9% |
| 5Y | -18.2% | +2.1% | -20.2% | -28.6% |
| All | +29.4% | +173.3% | -143.8% | +9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling