+157.6%
EWY vs OWL
+24.2%
+133.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.9% |
| 7D | -0.1% | -10.1% | +10.0% | +2.6% |
| 30D | +7.3% | -11.9% | +19.2% | +10.5% |
| 3M | -5.1% | +10.7% | -15.9% | -7.7% |
| 6M | +42.1% | +22.1% | +19.9% | +34.7% |
| YTD | +94.1% | -24.8% | +118.9% | +104.7% |
| 1Y | +147.8% | -39.2% | +187.0% | +173.3% |
| 3Y | +222.9% | +1.7% | +221.2% | +207.0% |
| 5Y | +150.6% | -15.5% | +166.1% | +133.0% |
| All | +157.6% | +24.2% | +133.4% | +133.7% |
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