+78.8%
EFA vs OWL
+32.0%
+46.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.3% |
| 7D | +1.2% | -3.9% | +5.1% | +1.9% |
| 30D | -0.7% | -3.7% | +2.9% | -0.2% |
| 3M | +6.4% | +21.4% | -15.0% | +2.2% |
| 6M | +11.4% | +18.3% | -7.0% | +6.9% |
| YTD | +14.0% | -20.1% | +34.1% | +17.5% |
| 1Y | +20.2% | -32.8% | +53.0% | +27.4% |
| 3Y | +68.2% | +8.6% | +59.6% | +57.2% |
| 5Y | +54.8% | -4.5% | +59.3% | +41.1% |
| All | +78.8% | +32.0% | +46.8% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling