+15.5%
OWL vs MTCH
+37.8%
-22.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.5% |
| 7D | -6.4% | -2.4% | -4.0% | -5.4% |
| 30D | -5.0% | +12.8% | -17.8% | -10.3% |
| 3M | +15.4% | +20.0% | -4.5% | +3.4% |
| 6M | +15.5% | +34.7% | -19.2% | -5.3% |
| All | +15.5% | +37.8% | -22.3% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 6mo: compounded portfolio wealth divided by compounded MTCH 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…
6mo analysis · Full analysis span regression · 6 months rolling