+23.6%
OWL vs M
+169.1%
-145.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | +1.5% | +7.0% | -5.5% | 0.0% |
| 30D | +13.4% | +8.9% | +4.5% | +11.3% |
| 3M | -21.2% | +4.5% | -25.7% | -22.1% |
| 6M | +4.0% | +36.2% | -32.2% | -3.3% |
| YTD | -29.0% | +15.1% | -44.1% | -31.8% |
| 1Y | -28.4% | +27.4% | -55.9% | -32.9% |
| 3Y | -14.5% | +160.1% | -174.7% | -33.9% |
| 5Y | -21.5% | -1.6% | -19.9% | -31.2% |
| All | +23.6% | +169.1% | -145.5% | +5.3% |
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