+133.0%
EMR vs OWL
+17.3%
+115.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.8% | +1.5% | +1.3% | +2.4% |
| 30D | +3.7% | +13.4% | -9.8% | -0.1% |
| 3M | +2.0% | -21.2% | +23.3% | +8.5% |
| 6M | +22.1% | +4.0% | +18.1% | +19.7% |
| YTD | +27.2% | -29.0% | +56.2% | +37.5% |
| 1Y | +32.0% | -28.4% | +60.4% | +42.0% |
| 3Y | +103.3% | -14.5% | +117.8% | +109.0% |
| 5Y | +88.2% | -21.5% | +109.7% | +85.3% |
| All | +133.0% | +17.3% | +115.7% | +123.1% |
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