+310.0%
ETN vs OWL
+24.2%
+285.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.7% | +3.6% |
| 7D | +3.5% | -10.1% | +13.7% | +6.7% |
| 30D | -7.5% | -11.9% | +4.4% | -4.3% |
| 3M | +8.3% | +10.7% | -2.4% | +4.7% |
| 6M | +20.2% | +22.1% | -1.9% | +11.6% |
| YTD | +34.7% | -24.8% | +59.5% | +43.8% |
| 1Y | +19.4% | -39.2% | +58.6% | +35.2% |
| 3Y | +85.5% | +1.7% | +83.8% | +85.8% |
| 5Y | +186.6% | -15.5% | +202.1% | +180.4% |
| All | +310.0% | +24.2% | +285.8% | +299.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling