+45.7%
OWL vs OMC
+56.6%
-10.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.3% |
| 7D | -2.2% | -6.4% | +4.2% | +0.5% |
| 30D | +3.7% | +1.1% | +2.6% | +3.3% |
| 3M | +17.5% | +10.4% | +7.1% | +12.0% |
| 6M | +18.5% | -1.7% | +20.2% | +18.8% |
| YTD | -16.3% | +4.4% | -20.8% | -18.9% |
| 1Y | -29.7% | +8.4% | -38.2% | -33.5% |
| 3Y | +14.2% | +14.4% | -0.2% | +2.7% |
| 5Y | +2.5% | +33.9% | -31.4% | -14.2% |
| All | +45.7% | +56.6% | -10.9% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling