+53.5%
EEM vs OWL
+24.2%
+29.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +1.0% |
| 7D | -1.3% | -10.1% | +8.9% | +0.7% |
| 30D | +2.1% | -11.9% | +14.0% | +4.3% |
| 3M | +1.0% | +10.7% | -9.7% | -1.3% |
| 6M | +15.9% | +22.1% | -6.2% | +10.8% |
| YTD | +24.6% | -24.8% | +49.4% | +29.7% |
| 1Y | +32.3% | -39.2% | +71.5% | +42.5% |
| 3Y | +85.9% | +1.7% | +84.2% | +77.0% |
| 5Y | +45.4% | -15.5% | +60.9% | +35.5% |
| All | +53.5% | +24.2% | +29.2% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling