-26.6%
OWL vs OMC
+24.5%
-51.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.1% | +1.5% |
| 7D | +10.1% | +12.5% | -2.4% | +6.4% |
| 30D | +18.7% | +16.3% | +2.4% | +13.7% |
| 3M | -6.2% | +8.1% | -14.3% | -8.2% |
| 6M | +9.8% | +17.2% | -7.4% | +5.2% |
| YTD | -24.2% | +11.8% | -35.9% | -26.2% |
| 1Y | -26.6% | +23.9% | -50.5% | -28.4% |
| All | -26.6% | +24.5% | -51.1% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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