+16.6%
OWL vs MOD
+300.6%
-284.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.8% |
| 7D | -2.2% | +9.6% | -11.8% | -4.5% |
| 30D | +3.7% | 0.0% | +3.7% | +3.4% |
| 3M | +17.5% | -35.4% | +52.9% | +29.0% |
| 6M | +18.5% | -7.3% | +25.8% | +16.0% |
| YTD | -16.3% | +45.8% | -62.1% | -29.3% |
| 1Y | -29.7% | +43.1% | -72.9% | -41.4% |
| All | +16.6% | +300.6% | -284.0% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling