+62.4%
EWY vs OWL
-28.0%
+90.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.8% |
| 7D | -8.3% | +10.1% | -18.4% | -11.0% |
| 30D | -20.5% | +18.7% | -39.3% | -24.9% |
| 3M | -11.1% | -6.2% | -4.9% | -9.8% |
| 6M | -7.0% | +9.8% | -16.8% | -10.2% |
| YTD | +56.5% | -24.2% | +80.6% | +60.3% |
| 1Y | +62.4% | -26.6% | +89.0% | +67.2% |
| All | +62.4% | -28.0% | +90.5% | +67.2% |
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