-45.3%
OWL vs MULL
+2,481.0%
-2,526.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -4.2% |
| 7D | -3.9% | +14.0% | -17.9% | -5.3% |
| 30D | -3.7% | +24.8% | -28.5% | -6.3% |
| 3M | +21.4% | -16.1% | +37.5% | +17.1% |
| 6M | +18.3% | +330.9% | -312.6% | -14.5% |
| YTD | -20.1% | +545.0% | -565.1% | -47.4% |
| 1Y | -32.8% | +2,427.1% | -2,459.9% | -68.0% |
| All | -45.3% | +2,481.0% | -2,526.4% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling