+30.9%
OWL vs MTB
+123.4%
-92.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -10.1% | 0.0% | -10.1% | -10.1% |
| 30D | -11.9% | -4.8% | -7.1% | -9.7% |
| 3M | +10.7% | +6.0% | +4.8% | +7.1% |
| 6M | +22.1% | +19.6% | +2.5% | +10.4% |
| YTD | -24.8% | +21.5% | -46.3% | -32.5% |
| 1Y | -39.2% | +24.7% | -63.9% | -46.1% |
| 3Y | +1.7% | +108.6% | -106.8% | -27.9% |
| 5Y | -15.5% | +106.7% | -122.2% | -35.5% |
| All | +30.9% | +123.4% | -92.5% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling