+142.7%
EWY vs OWL
-15.5%
+158.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.0% | -0.2% | -3.0% |
| 7D | +1.2% | -11.9% | +13.1% | +5.0% |
| 30D | +9.3% | -13.7% | +23.0% | +13.8% |
| 3M | +2.4% | +12.3% | -9.8% | -1.2% |
| 6M | +40.3% | +15.0% | +25.3% | +33.8% |
| YTD | +88.0% | -25.7% | +113.7% | +101.1% |
| 1Y | +143.8% | -39.5% | +183.3% | +174.5% |
| 3Y | +217.8% | +0.9% | +216.9% | +192.4% |
| 5Y | +142.7% | -16.5% | +159.3% | +120.2% |
| All | +142.7% | -15.5% | +158.2% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling