-16.9%
OWL vs MKTX
-60.5%
+43.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -10.1% | -0.2% | -9.9% | -10.1% |
| 30D | -11.9% | +0.7% | -12.7% | -12.1% |
| 3M | +10.7% | +40.8% | -30.1% | +2.1% |
| 6M | +22.1% | -8.0% | +30.1% | +23.0% |
| YTD | -24.8% | -8.7% | -16.1% | -24.3% |
| 1Y | -39.2% | -11.8% | -27.4% | -38.4% |
| 3Y | +1.7% | -24.0% | +25.8% | +1.6% |
| All | -16.9% | -60.5% | +43.6% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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