-26.5%
OWL vs MOD
-33.2%
+6.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.5% |
| 7D | -2.1% | +8.2% | -10.4% | -2.8% |
| 30D | +11.6% | -38.2% | +49.7% | +15.8% |
| 3M | -13.8% | -46.2% | +32.4% | -9.6% |
| 6M | +7.8% | -62.5% | +70.4% | +16.1% |
| YTD | -25.8% | -20.1% | -5.7% | -25.4% |
| 1Y | -26.5% | -29.7% | +3.2% | -24.9% |
| All | -26.5% | -33.2% | +6.7% | -24.9% |
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