-49.2%
OWL vs MULL
+2,366.2%
-2,415.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.3% | +5.4% | -3.0% |
| 7D | -11.9% | +3.6% | -15.5% | -12.3% |
| 30D | -13.7% | +22.0% | -35.7% | -16.0% |
| 3M | +12.3% | -8.6% | +20.9% | +7.1% |
| 6M | +15.0% | +248.5% | -233.5% | -14.2% |
| YTD | -25.7% | +516.3% | -542.0% | -50.9% |
| 1Y | -39.5% | +2,036.6% | -2,076.1% | -70.3% |
| All | -49.2% | +2,366.2% | -2,415.4% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling