-28.2%
OWL vs MOD
+748.9%
-777.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -2.1% |
| 7D | -4.9% | -25.5% | +20.6% | +1.2% |
| 30D | +7.8% | -49.0% | +56.8% | +25.8% |
| 3M | -12.7% | -49.8% | +37.2% | +1.6% |
| 6M | -2.8% | -64.8% | +62.0% | +21.5% |
| YTD | -30.1% | -27.6% | -2.4% | -31.1% |
| 1Y | -29.1% | -35.2% | +6.1% | -28.7% |
| 3Y | -12.3% | +137.1% | -149.4% | -46.0% |
| All | -28.2% | +748.9% | -777.1% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling