+29.3%
OWL vs MTCH
-70.9%
+100.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.3% |
| 7D | -11.9% | -1.4% | -10.5% | -11.5% |
| 30D | -13.7% | +13.6% | -27.4% | -17.7% |
| 3M | +12.3% | +22.4% | -10.1% | +3.9% |
| 6M | +15.0% | +37.2% | -22.2% | +2.3% |
| YTD | -25.7% | +31.8% | -57.5% | -33.1% |
| 1Y | -39.5% | +12.9% | -52.4% | -42.5% |
| 3Y | +0.9% | -1.1% | +2.0% | -3.3% |
| 5Y | -16.5% | -73.5% | +57.0% | +5.0% |
| All | +29.3% | -70.9% | +100.2% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling