-26.6%
OWL vs MULL
+444.9%
-471.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -13.8% | +16.9% | +3.6% |
| 7D | +10.1% | -35.9% | +46.0% | +11.9% |
| 30D | +18.7% | -47.3% | +66.1% | +21.5% |
| 3M | -6.2% | -30.6% | +24.4% | -5.6% |
| 6M | +9.8% | +13.7% | -3.9% | +1.8% |
| YTD | -24.2% | +272.1% | -296.3% | -34.0% |
| 1Y | -26.6% | +475.1% | -501.6% | -36.6% |
| All | -26.6% | +444.9% | -471.4% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling