+45.7%
OWL vs MTB
+123.4%
-77.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -2.2% | +1.7% | -4.0% | -3.1% |
| 30D | +3.7% | -4.2% | +7.9% | +6.0% |
| 3M | +17.5% | +8.9% | +8.7% | +12.0% |
| 6M | +18.5% | +10.9% | +7.7% | +11.7% |
| YTD | -16.3% | +21.5% | -37.8% | -24.9% |
| 1Y | -29.7% | +21.9% | -51.6% | -37.0% |
| 3Y | +14.2% | +109.2% | -95.1% | -19.2% |
| 5Y | +2.5% | +102.0% | -99.5% | -21.8% |
| All | +45.7% | +123.4% | -77.7% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling