+212.8%
EWY vs OWL
-0.3%
+213.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.0% | -0.2% | -3.1% |
| 7D | +1.2% | -11.9% | +13.1% | +4.7% |
| 30D | +9.3% | -13.7% | +23.0% | +13.4% |
| 3M | +2.4% | +12.3% | -9.8% | -0.9% |
| 6M | +40.3% | +15.0% | +25.3% | +34.6% |
| YTD | +88.0% | -25.7% | +113.7% | +98.6% |
| 1Y | +143.8% | -39.5% | +183.3% | +169.2% |
| All | +212.8% | -0.3% | +213.1% | +186.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling