+147.8%
EWY vs OWL
-38.6%
+186.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.9% |
| 7D | -0.1% | -10.1% | +10.0% | +3.0% |
| 30D | +7.3% | -11.9% | +19.2% | +11.1% |
| 3M | -5.1% | +10.7% | -15.9% | -8.3% |
| 6M | +42.1% | +22.1% | +19.9% | +34.8% |
| YTD | +94.1% | -24.8% | +118.9% | +100.6% |
| 1Y | +147.8% | -39.2% | +187.0% | +160.6% |
| All | +147.8% | -38.6% | +186.5% | +160.6% |
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 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