+40.5%
EEM vs OWL
-29.1%
+69.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +2.3% | -2.2% | +4.6% | +2.7% |
| 30D | +4.5% | +3.7% | +0.9% | +3.7% |
| 3M | -0.1% | +17.5% | -17.6% | -3.1% |
| 6M | +16.9% | +18.5% | -1.6% | +12.8% |
| YTD | +26.2% | -16.3% | +42.6% | +26.7% |
| 1Y | +40.5% | -29.7% | +70.2% | +41.4% |
| All | +40.5% | -29.1% | +69.6% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling