-51.4%
OWL vs MULL
+1,230.7%
-1,282.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +0.5% |
| 7D | +1.5% | +24.5% | -23.0% | -0.9% |
| 30D | +13.4% | -35.5% | +49.0% | +16.3% |
| 3M | -21.2% | -44.8% | +23.6% | -18.8% |
| 6M | +4.0% | -45.5% | +49.5% | -1.0% |
| YTD | -29.0% | +232.5% | -261.5% | -51.3% |
| 1Y | -28.4% | +343.3% | -371.7% | -54.2% |
| All | -51.4% | +1,230.7% | -1,282.1% | -79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling