-5.5%
ETN vs OWL
-28.0%
+22.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.1% | -13.0% | -10.3% |
| 7D | -10.1% | +10.1% | -20.3% | -11.7% |
| 30D | -18.4% | +18.7% | -37.1% | -21.0% |
| 3M | -20.4% | -6.2% | -14.2% | -19.6% |
| 6M | -16.0% | +9.8% | -25.8% | -18.0% |
| YTD | +11.8% | -24.2% | +35.9% | +17.2% |
| 1Y | -5.5% | -26.6% | +21.1% | -0.2% |
| All | -5.5% | -28.0% | +22.6% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling