+62.1%
EMR vs OWL
+9.9%
+52.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +1.1% |
| 7D | +3.1% | -3.9% | +7.0% | +4.5% |
| 30D | -3.5% | -3.7% | +0.1% | -2.5% |
| 3M | +9.8% | +21.4% | -11.6% | +2.0% |
| 6M | +10.8% | +18.3% | -7.6% | +2.8% |
| YTD | +15.9% | -20.1% | +36.0% | +24.5% |
| 1Y | +16.4% | -32.8% | +49.2% | +32.5% |
| 3Y | +62.1% | +8.6% | +53.5% | +50.9% |
| All | +62.1% | +9.9% | +52.2% | +50.9% |
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