+133.1%
EMR vs OWL
+22.6%
+110.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.0% | -2.1% | +0.2% | -1.4% |
| 30D | +2.8% | +11.6% | -8.7% | -0.5% |
| 3M | +2.0% | -13.8% | +15.8% | +5.8% |
| 6M | +20.7% | +7.8% | +12.9% | +17.2% |
| YTD | +27.3% | -25.8% | +53.1% | +35.9% |
| 1Y | +31.0% | -26.5% | +57.5% | +40.0% |
| 3Y | +103.6% | -9.6% | +113.2% | +106.3% |
| 5Y | +88.6% | -20.8% | +109.4% | +83.9% |
| All | +133.1% | +22.6% | +110.5% | +120.5% |
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