-32.8%
OWL vs M
+31.9%
-64.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -3.7% |
| 7D | -3.9% | +2.4% | -6.3% | -4.6% |
| 30D | -3.7% | -11.6% | +8.0% | -0.2% |
| 3M | +21.4% | +1.6% | +19.8% | +20.3% |
| 6M | +18.3% | +25.2% | -6.9% | +9.9% |
| YTD | -20.1% | +3.8% | -23.9% | -22.0% |
| 1Y | -32.8% | +36.3% | -69.1% | -42.6% |
| All | -32.8% | +31.9% | -64.7% | -42.6% |
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