-4.5%
OWL vs M
+24.8%
-29.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -3.8% |
| 7D | -3.9% | +2.4% | -6.3% | -4.6% |
| 30D | -3.7% | -11.6% | +8.0% | -0.3% |
| 3M | +21.4% | +1.6% | +19.8% | +20.4% |
| 6M | +18.3% | +25.2% | -6.9% | +10.3% |
| YTD | -20.1% | +3.8% | -23.9% | -21.8% |
| 1Y | -32.8% | +36.3% | -69.1% | -39.4% |
| 3Y | +8.6% | +116.3% | -107.8% | -20.1% |
| 5Y | -4.5% | +28.2% | -32.6% | -18.1% |
| All | -4.5% | +24.8% | -29.3% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling