+39.1%
OWL vs MDY
+77.8%
-38.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.9% | -3.7% |
| 7D | -3.9% | +1.0% | -5.0% | -5.1% |
| 30D | -3.7% | -3.1% | -0.5% | +0.4% |
| 3M | +21.4% | +1.8% | +19.6% | +19.0% |
| 6M | +18.3% | +10.8% | +7.5% | +4.0% |
| YTD | -20.1% | +14.4% | -34.5% | -32.3% |
| 1Y | -32.8% | +15.2% | -48.0% | -43.3% |
| 3Y | +8.6% | +51.2% | -42.6% | -32.3% |
| 5Y | -4.5% | +47.2% | -51.7% | -39.0% |
| All | +39.1% | +77.8% | -38.7% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling