+4.6%
OWL vs MTB
+112.6%
-107.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -6.4% | +1.1% | -7.4% | -7.0% |
| 30D | -5.0% | -4.6% | -0.4% | -1.9% |
| 3M | +15.4% | +6.3% | +9.2% | +10.0% |
| 6M | +15.5% | +15.6% | -0.1% | +3.3% |
| YTD | -22.7% | +20.6% | -43.2% | -32.9% |
| 1Y | -34.1% | +22.5% | -56.6% | -43.6% |
| All | +4.6% | +112.6% | -107.9% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling