+45.7%
OWL vs MOD
+1,500.8%
-1,455.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +29.2% |
| 6M | +18.5% | -7.3% | +25.8% | +16.3% |
| YTD | -16.3% | +45.8% | -62.1% | -28.7% |
| 1Y | -29.7% | +43.1% | -72.9% | -40.8% |
| 3Y | +14.2% | +297.7% | -283.5% | -32.7% |
| 5Y | +2.5% | +1,478.8% | -1,476.3% | -60.5% |
| All | +45.7% | +1,500.8% | -1,455.2% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling