-9.4%
OWL vs MOD
+138.1%
-147.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.3% |
| 7D | +1.1% | -17.8% | +18.9% | +4.5% |
| 30D | +10.0% | -43.2% | +53.3% | +23.4% |
| 3M | -8.7% | -46.0% | +37.4% | +2.9% |
| 6M | +3.1% | -62.2% | +65.4% | +24.2% |
| YTD | -25.6% | -22.8% | -2.8% | -28.5% |
| 1Y | -25.5% | -35.5% | +10.0% | -25.2% |
| 3Y | -9.4% | +128.2% | -137.7% | -41.0% |
| All | -9.4% | +138.1% | -147.6% | -41.0% |
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