+159.2%
EWY vs OWL
+32.0%
+127.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.7% |
| 7D | +8.0% | -3.9% | +12.0% | +9.1% |
| 30D | +14.3% | -3.7% | +18.0% | +15.2% |
| 3M | +2.3% | +21.4% | -19.1% | -2.7% |
| 6M | +49.9% | +18.3% | +31.5% | +42.9% |
| YTD | +95.3% | -20.1% | +115.4% | +102.9% |
| 1Y | +161.7% | -32.8% | +194.5% | +181.6% |
| 3Y | +230.2% | +8.6% | +221.6% | +208.8% |
| 5Y | +148.1% | -4.5% | +152.6% | +126.8% |
| All | +159.2% | +32.0% | +127.2% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling