+264.1%
EOG vs OWL
+32.0%
+232.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.8% |
| 7D | -2.0% | -3.9% | +1.9% | -1.4% |
| 30D | +7.9% | -3.7% | +11.5% | +8.2% |
| 3M | +4.5% | +21.4% | -16.9% | +0.5% |
| 6M | +12.3% | +18.3% | -6.0% | +7.7% |
| YTD | +41.9% | -20.1% | +62.0% | +46.2% |
| 1Y | +27.8% | -32.8% | +60.6% | +35.8% |
| 3Y | +21.8% | +8.6% | +13.2% | +15.4% |
| 5Y | +174.0% | -4.5% | +178.5% | +157.9% |
| All | +264.1% | +32.0% | +232.1% | +231.0% |
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