+153.7%
EBAY vs OWL
-0.3%
+154.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.4% | +1.9% |
| 7D | -0.8% | -11.9% | +11.1% | +0.6% |
| 30D | -0.6% | -13.7% | +13.1% | +1.0% |
| 3M | -1.0% | +12.3% | -13.2% | -2.8% |
| 6M | +16.3% | +15.0% | +1.3% | +13.2% |
| YTD | +21.7% | -25.7% | +47.4% | +26.2% |
| 1Y | +16.5% | -39.5% | +56.0% | +23.9% |
| All | +153.7% | -0.3% | +154.0% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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