+45.0%
EEM vs OWL
-15.1%
+60.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +1.0% |
| 7D | -1.3% | -10.1% | +8.9% | +1.0% |
| 30D | +2.1% | -11.9% | +14.0% | +4.7% |
| 3M | +1.0% | +10.7% | -9.7% | -1.7% |
| 6M | +15.9% | +22.1% | -6.2% | +9.9% |
| YTD | +24.6% | -24.8% | +49.4% | +30.8% |
| 1Y | +32.3% | -39.2% | +71.5% | +44.8% |
| 3Y | +85.9% | +1.7% | +84.2% | +71.7% |
| All | +45.0% | -15.1% | +60.1% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling