-16.5%
OWL vs MDY
+43.9%
-60.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -2.6% |
| 7D | -11.9% | -2.5% | -9.4% | -8.6% |
| 30D | -13.7% | -5.0% | -8.7% | -7.2% |
| 3M | +12.3% | +0.5% | +11.8% | +11.9% |
| 6M | +15.0% | +8.0% | +7.0% | +3.3% |
| YTD | -25.7% | +12.2% | -37.9% | -36.4% |
| 1Y | -39.5% | +14.0% | -53.5% | -49.2% |
| 3Y | +0.9% | +48.2% | -47.3% | -39.9% |
| 5Y | -16.5% | +46.1% | -62.6% | -49.1% |
| All | -16.5% | +43.9% | -60.5% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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