+88.6%
EMR vs OWL
-18.7%
+107.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.0% | -2.1% | +0.2% | -1.3% |
| 30D | +2.8% | +11.6% | -8.7% | -1.0% |
| 3M | +2.0% | -13.8% | +15.8% | +6.4% |
| 6M | +20.7% | +7.8% | +12.9% | +16.5% |
| YTD | +27.3% | -25.8% | +53.1% | +37.6% |
| 1Y | +31.0% | -26.5% | +57.5% | +41.7% |
| 3Y | +103.6% | -9.6% | +113.2% | +103.5% |
| 5Y | +88.6% | -20.8% | +109.4% | +87.6% |
| All | +88.6% | -18.7% | +107.2% | +87.6% |
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 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