-27.2%
OWL vs M
+26.3%
-53.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.7% |
| 7D | -1.2% | +5.0% | -6.2% | -2.7% |
| 30D | +7.6% | +10.6% | -3.0% | +4.3% |
| 3M | -10.7% | +1.6% | -12.3% | -11.5% |
| 6M | +0.9% | +30.8% | -30.0% | -6.9% |
| YTD | -27.3% | +16.9% | -44.2% | -31.4% |
| 1Y | -27.2% | +26.3% | -53.4% | -34.3% |
| All | -27.2% | +26.3% | -53.5% | -34.3% |
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 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