+164.3%
EWY vs OWL
-29.1%
+193.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.8% |
| 7D | +4.8% | -2.2% | +7.1% | +5.5% |
| 30D | +11.7% | +3.7% | +8.0% | +10.2% |
| 3M | -7.4% | +17.5% | -24.9% | -12.1% |
| 6M | +40.6% | +18.5% | +22.0% | +32.5% |
| YTD | +94.3% | -16.3% | +110.6% | +95.1% |
| 1Y | +164.3% | -29.7% | +194.0% | +170.0% |
| All | +164.3% | -29.1% | +193.4% | +170.0% |
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 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