+45.7%
OWL vs M
+149.0%
-103.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -1.3% |
| 7D | -2.2% | +4.7% | -7.0% | -3.3% |
| 30D | +3.7% | -9.6% | +13.3% | +6.0% |
| 3M | +17.5% | +0.9% | +16.7% | +17.0% |
| 6M | +18.5% | +22.3% | -3.7% | +12.8% |
| YTD | -16.3% | +6.5% | -22.9% | -18.2% |
| 1Y | -29.7% | +38.8% | -68.5% | -35.4% |
| 3Y | +14.2% | +115.9% | -101.7% | -8.3% |
| 5Y | +2.5% | +28.6% | -26.1% | -8.1% |
| All | +45.7% | +149.0% | -103.4% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling