+56.7%
EWZ vs OWL
+38.2%
+18.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +6.5% | -2.2% | +8.7% | +6.9% |
| 30D | +4.8% | +3.7% | +1.2% | +4.0% |
| 3M | +9.9% | +17.5% | -7.6% | +6.4% |
| 6M | +1.9% | +18.5% | -16.6% | -1.8% |
| YTD | +20.3% | -16.3% | +36.6% | +22.5% |
| 1Y | +35.6% | -29.7% | +65.3% | +41.8% |
| 3Y | +43.4% | +14.2% | +29.3% | +35.2% |
| 5Y | +55.9% | +2.5% | +53.5% | +44.6% |
| All | +56.7% | +38.2% | +18.5% | +40.0% |
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