+29.3%
OWL vs MKTX
-68.4%
+97.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | -11.9% | -0.2% | -11.8% | -11.9% |
| 30D | -13.7% | +0.8% | -14.5% | -13.8% |
| 3M | +12.3% | +41.1% | -28.9% | +5.1% |
| 6M | +15.0% | -9.5% | +24.6% | +15.8% |
| YTD | -25.7% | -8.7% | -17.0% | -25.5% |
| 1Y | -39.5% | -10.0% | -29.5% | -39.2% |
| 3Y | +0.9% | -24.6% | +25.5% | +1.4% |
| 5Y | -16.5% | -60.3% | +43.8% | -13.9% |
| All | +29.3% | -68.4% | +97.7% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling