-26.6%
OWL vs MOD
-33.0%
+6.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -21.4% | +24.5% | +4.6% |
| 7D | +10.1% | -31.3% | +41.5% | +13.1% |
| 30D | +18.7% | -46.1% | +64.8% | +24.8% |
| 3M | -6.2% | -51.1% | +45.0% | -0.7% |
| 6M | +9.8% | -62.1% | +71.8% | +18.1% |
| YTD | -24.2% | -26.2% | +2.0% | -23.5% |
| 1Y | -26.6% | -32.6% | +6.0% | -25.1% |
| All | -26.6% | -33.0% | +6.4% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling