+178.1%
EOG vs OWL
-15.5%
+193.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.0% |
| 7D | +1.0% | -11.9% | +12.9% | +3.1% |
| 30D | +2.8% | -13.7% | +16.5% | +5.1% |
| 3M | +5.9% | +12.3% | -6.4% | +2.8% |
| 6M | +17.1% | +15.0% | +2.0% | +12.0% |
| YTD | +43.9% | -25.7% | +69.7% | +50.8% |
| 1Y | +26.9% | -39.5% | +66.4% | +38.8% |
| 3Y | +23.6% | +0.9% | +22.6% | +16.2% |
| 5Y | +178.1% | -16.5% | +194.7% | +174.8% |
| All | +178.1% | -15.5% | +193.6% | +174.8% |
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 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