-28.4%
OWL vs MOD
-6.2%
-22.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +27.9% | -27.9% | -2.0% |
| 7D | +1.5% | +40.4% | -38.9% | -1.3% |
| 30D | +13.4% | -14.0% | +27.4% | +14.2% |
| 3M | -21.2% | -33.3% | +12.1% | -18.9% |
| 6M | +4.0% | -51.4% | +55.4% | +9.5% |
| YTD | -29.0% | +1.6% | -30.6% | -29.9% |
| 1Y | -28.4% | +5.4% | -33.8% | -29.9% |
| All | -28.4% | -6.2% | -22.3% | -29.9% |
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