+113.2%
EMR vs OWL
+38.2%
+75.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -1.5% | -2.2% | +0.7% | -0.9% |
| 30D | -5.6% | +3.7% | -9.3% | -6.7% |
| 3M | +7.9% | +17.5% | -9.6% | +2.8% |
| 6M | +6.0% | +18.5% | -12.5% | 0.0% |
| YTD | +16.4% | -16.3% | +32.8% | +20.7% |
| 1Y | +16.6% | -29.7% | +46.3% | +26.0% |
| 3Y | +62.9% | +14.2% | +48.7% | +56.1% |
| 5Y | +60.1% | +2.5% | +57.6% | +50.7% |
| All | +113.2% | +38.2% | +75.0% | +95.8% |
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