-47.1%
OWL vs MULL
+2,620.5%
-2,667.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.4% | -8.6% | -3.8% |
| 7D | -6.4% | +14.8% | -21.2% | -7.8% |
| 30D | -5.0% | +36.6% | -41.6% | -8.5% |
| 3M | +15.4% | -8.9% | +24.3% | +10.3% |
| 6M | +15.5% | +311.9% | -296.5% | -15.7% |
| YTD | -22.7% | +579.8% | -602.5% | -49.4% |
| 1Y | -34.1% | +2,421.5% | -2,455.6% | -68.4% |
| All | -47.1% | +2,620.5% | -2,667.6% | -78.7% |
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