+65.8%
EMR vs OWL
-6.9%
+72.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.1% |
| 7D | +0.9% | -6.4% | +7.3% | +3.0% |
| 30D | -5.0% | -5.0% | 0.0% | -3.6% |
| 3M | +5.9% | +15.4% | -9.5% | +0.6% |
| 6M | +7.3% | +15.5% | -8.2% | +0.9% |
| YTD | +14.6% | -22.7% | +37.2% | +22.7% |
| 1Y | +15.6% | -34.1% | +49.7% | +29.5% |
| 3Y | +60.2% | +5.1% | +55.1% | +53.3% |
| 5Y | +65.8% | -11.5% | +77.3% | +59.3% |
| All | +65.8% | -6.9% | +72.7% | +59.3% |
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